You need to understand that standard pronunciation is set by the government in various Chinese speaking societies, and its use is for, a, formal occasions, b, avoiding misunderstanding and confusion. On formal occasions, 那个, is pronounced na4ge. In speaking, provided that you are in Northern China, it depends on what you mean--it could mean "that", or it could mean "um, uh" as in English "I'ah, I am here to, um, ...". To mean "that", you can pronounce either way, but to mean "um", it is nei4ge, and not everywhere where Chinese is spoken, do people use 那个 to mean "um", just like English people use "um" more and "ah" less than Americans.
In other parts of China or elsewhere, I would be careful not use 那个 to mean "um", and I would only pronounce it the formal way, because in the local dialects 那个 sounds variously, for example, Szechuan people would say lago for 那个.