Liquid yeast comes in more varieties. Liquid yeast vials also contain a smaller number of yeast cells than a packet of dry yeast, so some say liquid yeast needs a starter. I've done liquid yeast both ways and still made beer. To ask whether its better to use liquid or dry yeast is like asking whether its bettter to use corn meal or bread flour. It depends on whether you're making corn bread or white bread. Some styles demand a paticular yeast strain to acheive the desired flavor provile. Some just need sugar converted to alcohol. If you're just starting out, I suggest you use the yeast strain recommended by the recipie, and see of you like it. You can then swap out a different strain and see if it changes the flavor, and whether your tongue likes it better.
To answer the question dirtectly, yes you should definitely use liquid or dry yeast.