Personally, I’ll choose a club with a shaft that’s long enough to generate decent club head speed, something like an eight iron, which also has loft. The problem with a wedge from the rough is that it’s not long enough to generate sufficient club head speed. The eight iron works most often for me.
The direction you choose is important. As with a drive, never aim where a straight shot will hurt you, but aim left of where you want to be because the rough usually grabs the club, which opens it out and sends it right of where you’re aiming. Often, in the rough, you have to lay up in front of a hazard. The key advice is that if you’re going to lay up, lay up! Don’t get too close to what you’re avoiding.
Don’t try to lift, let the loft get it airborne. Stay relaxed, but realise that you are going to be making an athletic movement. So grip the club slightly harder, but don’t tense the muscles in your body. Take practice swings. When you see pros taking practice swings, it’s because they’re trying to find a spot comparable to where their ball is lying, so that they get a feel for how the club will behave.
Remember that you can’t press down with your club behind the ball. I keep my club away from the ball. If the ball moves, it’s a one-shot penalty. That will spoil your day, believe me.