I always do drag n' drop. Connect your phone to your PC. Open up your PC's music folder, as well as the destination phone folder. Then, you just move. Simple as that.
I do this to allow myself more control over what I want on my phone. In addition, I use high-bitrate mp3 files on the PC for archival purposes, but use lower bitrate ogg vorbis files (around 160kbps) for the phone, to save valuable space.