They both have advantages and disadvantages.
I use the XP blue interface because, however horrible and slow it may be, it IS a design improvement over the classic grey interface.
Also, Programs like Internet Explorer 7 only display correctly with the new XP theme.
Interesting note- In Maya 7, sometimes the application will crash when you output long playblasts. This only happens if you are using the new XP theme, and you can fix it by switching back to they grey one.