I LOVE using dpns! It's the only method I use for socks and small diameter projects. Like Ingrid said, magic loop is just too fiddly. I don't want to deal with sliding my stitches around.
I'm a tight knitter, so I use metal dpns. Better for my arthritis. And plastic dpns are not too bad. But I can't stand bamboo or wood. They grab the yarn so much, that it kills my hands.
So, I would recommend trying different types until you find your favorite. And, be aware that different yarns will work better with different needles.