How to know which ISO to choose?

I have had my Nikon D40 for about five years now and i'm obsessed with photography. But the one that that stumps me every time is the ISO. How do i know which ISO speed is the best for which lighting? For example i was taking pictures after the sun had set the other day but i was still kinda light out… I was taking the pictures and trying not to use my flash, but the pictures came out grainy and i couldn't figure out what i was doing wrong. I'm so confused Help!

You should always keep the ISO as low as possible unless you have to raise it to get the shot (ie, you have no other option.

In your example above, you should have kept the ISO low, had the aperture at the appropriate setting for the depth of field you wanted, and then allowed the shutter speed to determine the exposure. Had the shutter speed been below hand holding speed, then you would need a tripod.

ISO is no more a "written in stone" setting than is shutter speed or aperture. It is a part of exposure that you use as needed depending on the situation. In most cases, you will start by keeping it as low as possible for the best quality. You start raising it in relatively small increments if you have to in order to maintain a fast enough shutter speed for handholding or if you need the extra sensitivity because your lens does not have a large enough aperture opening.

Here is how you can learn to balance ISO, shutter speed and lens aperture

http://camerasim.com/camera-simulator/

For lighting, you should use ISO 200. With your camera on a tripod aimed toward the storm, open the shutter using the bulb setting and hold it open for two or three strikes. Adjust the lens aperture to get the best exposure.

You have been obsessed with photograpy for 5 years but haven't mastered the basics of exposure?

ISO, Aperture and Shutter speed work together to properly expose the scene. You want to keep your ISO as low as you can, while still keeping a proper exposure using the other 2 settings, so as to keep noise to a minimum. Of course that might not be possible depending on other factors of the scene such as how much depth of field you wnat and /or ho much moevement is in the scene.

If you need a large area in focus then you will need to increase reduce your aperture size (make the fnumber bigger to have a smaller openning allowing for a deeper depth of field) and if the re is alot of movement in the scene, you may need to shoot with a fast shutter speed to reduce blur.

Photography is give and take… You can;t set one setting without taking the others into consideration.

You don't know. That is why you need to go out and learn about this stuff so that you do know.
Please stop saying "confused" when you mean ignorant. "Confused" is what old people get when their brains start to fail.

Keeping the ISO as low as possible is best, unless you want photos grainy. Try using the Aperture, Exposure or shutter speed to get less-grainy photos. Too low of a shutter speed can cause blurriness though.

This should help you:
http://www.digital-photography-school.com/learning-exposure-in-digital-photography

Usually, an "obsession" with photography generates an equal "obsession" to learn about things such as the Exposure Triangle as well as Composition and Light.