Since the dawn of time, this question has plagued fandom....
Its really up to you. Personally, I enjoy loose a LOT more. Being able to hold and play around with the figures is where its at for me. Some people like seeing their walls covered in figures, and thats fine too. Its just a matter of personal opinion, and not a choice someone can make for you.
I see people ask this question probably once a week. While I can't make the choice for you, I will say that I haven't seen anyone who choses to collect loose regret it in all my years.
If you decide to collect loose, make sure that is what you want. Its a long way back after you've opened all those figures.