HC is better for most. Medrol is good for those who just metabolize HC too fast and need it slow and steady. But HC is better because it pulses like your natural cortisol prodcution/release, also it is a more potent mineral-corticosteroid and therefore is better for those of us with low blood pressure.
however, if you have high BP, medrol can be a good alternative. Most docs will stick with HC. I know few who use medrol. Others prefer to even just use 5mg of prednisone...but I think thats the worst (although cheapest) option.