Try both TrialWidths and WidPerDim. The second algorithm offers more flexibility, but is more computationally expensive. View the width values in each direction to see if there is significant difference, to see whether it is worth focusing effort on elliptical basis functions (use the View Model toolbar button).
If with a variety of basis functions the widths do not vary significantly between the dimensions, and the PRESS/GCV values are not significantly improved using WidPerDim than TrialWidths, then focus on TrialWidths, and just return to WidPerDim to fine-tune in the final stages.
Turn the Display option on in TrialWidths to see the progress of the algorithm. Watch for alternative regions within the width range that have been prematurely neglected. The output log10(GCV) in the final zoom should be similar for each of the widths trialed; that is, the output should be approximately flat. If this is not the case, try increasing the number of zooms.
In TrialWidths, for each type of RBF, try to narrow the initial range of widths to search over. This might allow the number of zooms to be reduced.