Resource management plays a pivotal role in wireless networks, which, unfortunately, leads to challenging NP-hard problems. Artificial Intelligence (AI), especially deep learning techniques, has recently emerged as a disruptive technology to solve such challenging problems in a real-time manner. However, although promising results have been reported, practical design guidelines and performance guarantees of AI-based approaches are still missing. In this paper, we endeavor to address two fundamental questions: 1) What are the main advantages of AI-based methods compared with classical techniques; and 2) Which neural network should we choose for a given resource management task. For the first question, four advantages are identified and discussed. For the second question, \emph{optimality gap}, i.e., the gap to the optimal performance, is proposed as a measure for selecting model architectures, as well as, for enabling a theoretical comparison between different AI-based approaches. Specifically, for $K$-user interference management problem, we theoretically show that graph neural networks (GNNs) are superior to multi-layer perceptrons (MLPs), and the performance gap between these two methods grows with $\sqrt{K}$.