Well, since I've never been circumcised, I can't really speak for that side and say which one I prefer - but I've always been a fan of people being more natural than not, and from everything I've read, pleasure is better for the uncircumcised.
Also, I've read more about those who are circumcised looking for ways to reverse it (which is apparently possible) than those looking to get circumcised, except for religious reasons.
Impulser: I've actually read that people get circumcised generally for two reasons, the first being religion, the second being health. So, who really knows whats correct there.
In the end, from what I've read, I think I prefer being uncircumcised.