The choices are too limited. I tend to use pellets for bittering (I buy columbus pellets by the pound) and whole flower for aroma and dry-hopping. Pellets work ok for flavor, but most of the time I'll use whole. When you are aiming for high IBU, whole hops just suck up too much wort, plus you get better extraction with pellets. Some hop pellets work for aroma, but most don't. Dry hopping with pellets just doesn't work, even in theory.
And even then there are exceptions, my Milds are always whole hops throughout.