It depends upon your application. Although electroporation produces higher transformation efficiency and the process is not as tedious as chemical transformation, it is relatively more expensive than the chemical method.
If it is just for frequent and routine transformations (for instance, ligation reactions, transforming plasmid DNA for the purposes of storage and amplification) in which you are just interested in obtaining colonies, it is more cost effective to go for chemical competence.
On the other hand, if you are involved in cDNA library preparation or high-throughput cloning, then electroporation would be a better choice.
electroporation is more efficient, however, you should be sure that the DNA with which you want to transform the host bacterium, does not contain salt, which can prevent the electric current from passing and thus prevent the electroporation process and transformation of the bacteria.
If you've got good chemically competent cells, then they are my go to for most purposes (E.g. Inoue, H., Nojima, H. and Okayama, H. (1990). High efficiency transformation of Escherichia coli with plasmids. Gene 96(1): 23-28).
However, an important consideration is the size of the plasmid you are transforming. Transformation efficiency drops exponentially above ~ 8 kb. While I still will often use chemical cells for large plasmids (e.g. I have a 17kb LR reaction product transforming as I write this), if the ligation is low efficiency or I've had a lot of trouble with cloning, then I might switch to electroporation. Electroporation consumables are pricy too, so I would tend to only use them when I really need them.