To specifically answer your question, I don't think that it's, necessarily, "better" to write in any specific way. Every person's different. When I'm writing any poetry, I ALWAYS hand write them. It just seems so much more - real, if you will. Now, when it comes to me working on a story of any kind I basically always write on my laptop because it's more convenient and can be a monumental time saver. Just imagine all the time it would take to type what you've already written!
I do like writing with a pencil or pen because it's something tangible I can hold in my finger. It is my tool, my weapon, my vent, my secrets keeper.