I'd opt for Ethernet (which is the setup I have) because:
1) You can easily share the connection with other computers using a hub (no!), switch, router etc.
2) USB devices use some processing time on the computer
3) A couple of friends who had USB devices kept on complaining of the device dropping out for no reason. Once they moved to ethernet devices they haven't complained since (well not about their connection)!
Hope that helps