Speech Emotion Recognition (SER) systems rely on speech input and emotional labels annotated by humans. However, various emotion databases collect perceptional evaluations in different ways. For instance, the IEMOCAP dataset uses video clips with sounds for annotators to provide their emotional perceptions. However, the most significant English emotion dataset, the MSP-PODCAST, only provides speech for raters to choose the emotional ratings. Nevertheless, using speech as input is the standard approach to training SER systems. Therefore, the open question is the emotional labels elicited by which scenarios are the most effective for training SER systems. We comprehensively compare the effectiveness of SER systems trained with labels elicited by different modality stimuli and evaluate the SER systems on various testing conditions. Also, we introduce an all-inclusive label that combines all labels elicited by various modalities. We show that using labels elicited by voice-only stimuli for training yields better performance on the test set, whereas labels elicited by voice-only stimuli.