I mostly use whole hops. They do take up a lot of space, but that is kind of a good thing for me. It makes sure I don't buy too many hops without using the ones I already have. I changed the way I brew partly because of my fondness for whole hops. I start buying hops when the harvest comes in and start my brew year with the freshest cones, and stop brewing around May. So, I brew in the Fall and Spring. No need to worry about the whole cones not storing as long this way.
Also, there is something very pleasing about using whole cones that I do not get with pellets. It's sentimental, but the look and feel of whole cones adds to my brewing experience.