In Shaiya how should you grind for each mode? Well that partially depends on your build and own playing style. Some people prefer parties, some prefer solo, and some like to alternate.
For HM: alright, you have a HM fighter now. HM fighters get a few skills NM fighters don't. Most important of these is the extra AoE attack. You can now efficiently gather a few mobs to you, set off all your AoE skills, and kill them all at about the same time. Find an area with a large amount of green or yellow mobs, run around aggro-ing (get close enough that they chase you) some, wait until they all get close to you, and set off all your AoE skills in a row (see the "Self-Aoeing" section of this guide). If you are planning to grind this way often (and it is the fastest way for a fighter to level), either befriend a priest to heal you, or add some rec into your build so that you don't die from all those mobs before you can kill them. The best weapon(Shaiya Gold) for aoe is a two-hand sword, as it has the most AoEs.
For NM: in NM you generally need to do a level(Shaiya Powerleveling) 1 style. Attack one mob, kill it, make sure you are healthy, kill another mob. This is a fast, efficient, and generally safe way to level. In NM you simply do not have the lapises, the health, or the experience to take on more then one or two mobs at a time. You also have less AoE attacks then HM or UM fighters, so attacking more then one mob serves little purpose. You should go after green mobs and maybe a few yellows. Keep in mind that killing several smaller mobs without needing to rest gives more exp overall then barely killing a higher level mob and needing to rest constantly. The past prefered weapon for solo killing was the dual weapons, for their speed and quick damage skills (like Deadly Strike). However, now that E4 has launched, a 2-hander will probably be the best choice, and maybe even a spear build.
For UM: similar to HM, but now you can probably afford to put some rec into your build to make AoEing easier. Yellow mobs are your friend, maybe even some orange ones. Personal would never suggest trying to AoE reds or higher. On the other hand, if you are trying to make a boss killer, which many people like, you do not want to add any rec. Your preferred build is as high a strength as possible with only a little dex, and avoiding all other stats. To level as this build though, you will either need to go back to the NM grinding fashion of level 1, or AoE with lower level mobs. Again, a two-hander is preferred for AoE, but you could keep a dual weapon for bosses, PvP, or 1 by 1 mob killing if you like.