Which you use is a matter of preference, each with its relative merits and issues:
- "he or she" is unlikely to upset anybody for violating either their ideologies or belief in Victorian grammar, but it's a bit long-winded;
- "he", using the masculine form as 'default' when the gender is unknown, has plenty of counterparts in plenty of languages, but feminists may get upset that you're not dedicating every breathing second to waging a campaign for gender equality;
- "she" is in principle just as logical as "he" and will placate the feminists, but there's less tradition of using the feminine pronoun as the default one, so it can brand you as a feminist when you may not wish the reader to form an opinion either way as to whether or not you are a feminist;
- "they" is nowadays very acceptable and avoids labelling you either a feminist or anti-feminist, but you may cause a blip on the radar of those with a deep faith in Victorian grammar.
I tend myself to go for "they". The Victorian grammar peddlers that will find spurious reasons to moan about it will find spurious reasons to moan about practically any piece of language use, so the benefits of placating them on this specific point don't seem to outweigh the negative aspects of the other alternatives.