It depends on the size of the hat. For a baby hat dpns are probably easier, but you can knit any size hat on a single long circular using the Magic Loop method, or using 2 circs as if they were dpns. See the Advanced Techniques page for videos on Small diameter circular knitting. Some people prefer dpns, others love 2 circs and still others prefer ML, so it's a personal preference.
sue- knitting heretic