I use a program mode the majority of the time that I am not in a studio. An example of that would be aperture priority mode - where I get to set the aperture and ISO that stays consistent, and my camera is allowed to determine the shutter speed to keep the exposure proper.
Full Auto mode, which many entry level DSLR cameras have, is great if you hand your camera to someone who is unfamiliar with the unit. Other then that, I rarely find a use for it. It simply does not provide enough options for what I want to typically do.
In sunlight for example - you may be concerned about the depth of field, which is controlled by the aperture. So you may choose to keep everything in focus by selecting a higher aperture value(eg f/8). Selecting this in the "aperture priority" mode will allow the camera to select a suitable shutter speed as needed.
Indoors you may be concerned with freezing your subjects. In this case you may way to select a fast enough shutter speed to freeze the action. Shutter priority would be well suited to this.
Experiment and you will find what you like!