It really depends on the individual and what you want from your doctor.  Both MDs and DOs receive similar basic medical training, must pass comparable licensing exams, and practice in fully accredited and licensed healthcare facilities.  However, doctors of osteopathic medicine take a more holistic approach to medicine.  They believe in treating the whole person, not just a specific disease or symptom.  They also receive additional training in the musculoskeletal system and incorporate manipulation into their practice.  (Manipulation is a hands-on technique of diagnosis and treatment.) 

DOs only account for about 5 percent of physicians, so it can be more difficult to find a DO than an MD.  I've been to both and personally like the DO's approach, however, there are no DOs in my small town, so I'm currently going to an MD that I'm very happy with.