AVR-Chat

Hello,
I saw that for devices, there are a few ways to program it. Exactly
how would a device know that at the power up (or the pulse of a reset)
it is supposed to go for programming? (I presume only for HWB low,
would that imply I have to pull that up high with a resistor in every
AVR circuit I make) How would an AVR that supports a few different
kinds of programming methods know exactly which one is currently
desired? (For example, the ones that have USB support can go through
USB, JTAG or ICSP. ) Are there any fuses that select them and if so,
then what is the default one that is factory shipped?
Frank