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Of course consolidation is bad for privacy, since it reveals links to different histories that a receiver wouldn't have known about otherwise. When the fee environment allows for you to do so, based on your personal preference, I'd put bitcoin into Whirlpool's various pools so that when I spend from them, they have forward-facing anonymity. Meaning, their history is not linked to me spending them. Utilizing the different size pools allows you to spend from the smallest available single output so that you're not also doing a consolidation on spend.