The pinned are the strongest but a pita to R&R. The set screw type used with dimples in the barrel hold there position very well. Another plus of using set screw type is it pulls the top half of the gas block down on the barrel making a better seal around the gas port.
+1. This is my preferred method as well. The Bison Armory barrel I used in my last build was already dimpled for the set screw.