If using 1.8.2 you have to use client_disconnect(). If you're only using 1.9 then you can and should use client_disconnected().
If you want to support both and your code is not affected by the issues related to client_disconnect() you can either just use it as-is or you can use preprocessor code to switch between them.
Deprecated means that it still works but it's not recommended (and my be removed in a future release but I doubt that will ever happen for AMX Mod X considering how slow development is).