If you're talking about making a choice with two options, use "between":
I have to choose between red wine and white wine.
You have to choose between Jim and Peter.
We had to choose between a terrifying mountain climb and certain death.
If you're talking about relative location, you can use either one:
The bank is between the Post Office and the launderette
The bank is in between the Post Office and the launderette.
My house is between Jane's and Stephanie's.
My house is in between Jane's and Stephanie's.
If you're talking about relative time, you can use either:
I am between jobs.
I am in between jobs.
I have to go food shopping between the school run and my dental appointment.
I have to go food shopping in between the school run and my dental appointment.