creatine pills are more convenient at times, but you need CREATINE MONOHYDRATE...not the expensive Kre-alkyln or purpleK crap.
i prefer powder, so I can just add it to my PWO shake. if you're more on the go, caps can be better, tho a little more expensive.
I even know one person who buys the powder, empty gelcaps, and makes his own caps as he needs em.