Dry hopping is all about the aroma and my personal preference is whole leaf. I once split a ten gallon batch and dry hopped one carboy with 2 oz. of whole leaf Amarillo and the other with 2 oz. Amarillo pellets (b/c it was all I could get) and thought the whole leaf had better aroma. Those leaf hops will soak up the wort given time in the carboy.
as always, though, it's all about the freshness of the particular batch of hops you're using. For me, sometimes the pellets are better, sometimes the whole hops are better. I just can't generalize that one type is always better than the other.