Is it good practice to remember a user’s selection of an option as a new default?

I absence of data to decide a good default, would it be good practice to remember the users last choice in a dialog box and use that as default the next time the dialog box is opened?

Context

I have an dialog box with three different options, represented by radio buttons, for how the system should create a specific object.

Currently, the default option is the one I believe is used the most. However, this is not based on hard data, since that is unfortunately not available. And I have heard comments that indicate that different users prefer different options.

The suggestion has come up is to simply remember the user's choice and use it as the default the next time the user opens the dialog box. This would seemingly solve the issue of users preferring different options.

However, I'm not sure that is a good idea:

• It would confuse users that are used to defaults that do not change without active user action, both in the system in question and in Windows in general.
• On a more general level, defaults should help users to decide on the best, most common, option and changing defaults don't do that.

So basically, I'm looking for arguments to confirm or challenge my initial feeling on this.