I've always ended up working with one system for a few years, then move to another system for a while, etc, etc. Seems like my mind likes changing every once in a while.
I recently came across an old Palm (IIIe) my brother had given me. I was recently using a paper planner plus Outlook and KeyNote. I'd print my schedule and Action Lists and paper punch them into Outlook. The only real downside to this was that each week I'd update my planner during my Weekly Review and sometimes I had to add info sooner than that. I'd handwrite it into the planner, but it became a minor issue with synchronizing.
My printer ran out of ink, so I figured I'd just try the Palm for a while just to see how it goes and I've really enjoyed the ability to keep both my PC and mobile unit synched more efficiently. I feel like I spend less time updating and synching both systems. I'm feeling like I'm capturing my data & thoughts more effectively.
I don't think either one is better, but it's more of which way is more effective at the time. I think my mind needs to change systems every so often to keep things fresh.