It completely depends! In general, I really do prefer a lamp, especially by my bed. I hate getting all nestled in and then having to get up and walk across the room to turn the overhead light off.
But, if I'm cleaning, or if I'm doing anything that's a bit more active, then I want the over head light so I can see what I'm doing.
My living room, as neato as it is, doesn't have any ceiling lights, and it drives me nuts. I only have one lamp for it as well, and I rely a little bit on the light from the kitchen spilling into the living room.
Over all I certainly prefer lamps as they present a more comfortable and intimate atmosphere, with the added bonus of being easier to decorate as well.