My goodness, that's a lot of DBZ movies on the front page. I think I'll download them...maybe.
Manga's usually better since they are usually more focused on story than the anime and are ongoing. When they make an anime adaptation, animators tend to make an alternate ending when they catch up too fast. I also prefer the art style of manga to anime. And usually 24 minutes is a bit too long when you could read 2-5 chapters in that time.
The advantage to anime is, of course, the animation. Sometimes it's great to see some scenes animated since I feel that some scenes are better reflected when made into an anime (Prince of Tennis for example). Also, the anime has voice acting and OSTs which is always a plus for me. Each have their pros and cons I guess.