I use circular needles unless I am making socks. I make hats and use a 16" circular for those, but I like dpn's for socks, which I don't use very often. When I use dpn's, I make sure to move a few stitches to an adjacent needle making for a bit of a rotation so that there is no obvious (though slight) vertical gauge change line where I changed needles. I hope that makes sense. Not necessary to do that if you tighten up a little as you change needles, working your way around the tube, but that's kind of annoying to have to do.
YESSS!! I know what you mean! I see friends doing amazing things with dpns, but I feel so awkward. I just use them when my circle gets so small that I have to switch because either my other circs in that size are occupied or I don't feel like getting up to find the appropriate size circ or that's what I have or whatever else I can come up with...
I prefer circulars. If I use dpns, they always fall off my stitches, so I end up having to pick up stitches, even if I use something, like an elastic, to stopper the ends. I now do everything that I can 2 at a time, like sleeves and socks in magic loop. That way if I make a mistake, its done on both so they are the same, and it turns into a "design feature" instead of a mistake. It also less noticible.
I haven't learned or used magic loop. In fact, a long time ago, I bought a US 1 40" (I believe) for socks. I never used it, so I ended up giving it to a friend that wanted to learn magic loop for socks. Now, 4.5 years later, I want to sit down and learn magic loop and try to knit some socks. Go figure!
I also use circulars with magic loop method. I could not get used to dpn's, however a friend knits with dpn's and she does lovely work and does not like circulars so I suppose its what you are used to.