I always prefer List and I use "fold/reduce" before "for comprehension". However, "for comprehension" is preferred if nested "folds" are required. Recursion is the last resort if I can not accomplish the task using "fold/reduce/for".
so for your example, I will do:
((0 to 3) :\ List[Int]())(_ :: _)
before I do:
(for (x <- 0 to 3) yield x).toList
Note: I use "foldRight(:\)" instead of "foldLeft(/:)" here because of the order of "_"s. For a version that does not throw StackOverflowException, use "foldLeft" instead.