how to choose projection for map layer

[RickCheney]

I have a map of southern Ontario, Canada.  The map has many layers.  In ArcMap, when I use the Analyze tool, I get an error message stating: 

"Layer's data source has a different projection [ . . . ] than the data frame's projection"

Various layers are:

GCS_WGS_1984

NAD_1983_UTM_Zone_15N

NAD83(CSRS98)

GCS_North_American_1983

Do I need to change the projection for all layers and the Data Frame so they all match?  Which projection should I use?  Is there a specific projection for southern Ontario?  Or can I just choose what looks correct?  For example, when the data frame projection is:

NAD_1983_UTM_Zone_15N

WKID: 26915 Authority: EPSG

Projection: Transverse_Mercator

the map looks similar to online maps of Ontario.  When I change the data frame to:

Geographic Coordinate System:  GCS_North_American_1983

the map looks stretched horizontally.

[DanPatterson]

What type of data are you using? that is anything from the Ministry of Ontario

Ontario GeoHub (gov.on.ca)

If everything fits into 1 UTM zone, then that would be fine.  Just don't use Web Mercator if you intend to do any measurements of distance or area.

[RickCheney]

Thanks Dan!   Most of the data is from Ministry of Ontario.  Do you mean, for example, I could make the Data Frame and the layers all NAD_1983_UTM_Zone_15N

[DanPatterson · Accepted solution]

Start with the map frame, set its coordinate system to zone 15 and even if the other layers are in a different coordinate system, they will project-on-the-fly to it.  In arcmap and Pro, the first layer added to a map, sets the coordinate system for the map if one isn't set previously.

Search the Ontario sites, they do  have data available in a variety of formats, but read up on the metadata for each site... 

[RickCheney]

Thank You!  That worked.