Here's a quick How-To guide on connecting to the specific multiplayer mode of your choice. If you don't care what mode you play, just select "Quick Match".
1. Go to Multiplayer
2. Select X-Box LIVE / PSN
3. Select Create Party
4. Pick whichever option you want.
5. Once in the Party Lobby, ensure it says "Custom Match" in the top left. You can switch between "Custom" and "Party" by pressing "X"
From here, you can change:
Match Type - Ranked or Custom
Game Mode - Gangsta Brawl, Team Gangsta Brawl, or Strong Arm
Variant - Choose a specific variant or leave on "Default"
Map - Choose a specific map or leave on "Random"
For best results, leave Variant and Map as "Default" and "Random", and then the game will automatically choose a game for you to join.