When you say phone style do you mean the old style where you'd use T9 input on your phone's number keys? I always hated that. I got a qwerty as soon as the Treos came out and never looked back. The old way was always a stopgap solution, and I felt a very awkward one. Qwerty FTW.
As for screen qwerty vs hard qwerty, I still miss hard qwerty. I made almost no errors on my old Treos and could type like the wind. Now between no tactile difference between one key and the next, and fighting with the *******ed autocorrect, typing is a frustrating chore. I've found that the keyboard you use does matter (I've settled on Better Keyboard 8 after trying numerous ones), but that any of them are still inferior (for me) to hard keyboards.