via the camera USB or via the memory card reader (taking memory card out and into the reader)?
It depends on how many pictures I have to transfer.
My wife's 350D has folders of 100 pics max so I usually use the USB lead to download.
On my 450D the pictures are all in one folder so small quantities I will use the USB lead and for large quantities I use a card reader for quicker transfer.
In addition - my wife takes JPG pictures and I take RAW - so there are big differences in file sizes.