Most MTB's come standard with an 11/32 cassette which should be fine for even the most advanced riders. If you do most of your rides on pavement you may wan to consider tighter gearing though. Something like 12/25 like you'd find on a road bike would do the job.

I have an MTB that never sees trails. It's just an exercise bike similar to yours. This Spring I'm going to put on one of the 12/25 cassettes that came off of one of my road bikes on it. For my road bikes I like even tighter gearing - something like 12/21 or 12/23. I live in a fairly flat part of the midwest. If I need smaller gearing I will use the small chainring in front. All of my bikes have tripple cranks.