I prefer weed.
First and foremost, weed does not give you a nasty hangover. I hate alcohol and no matter how little I drink, if I consume alcohol, I am going to feel like crap all night.
I started smoking to help me deal with anxiety. For me, it calms my body and mind alike and puts me in a sort of...relaxation mode. Every person reacts differently, but for me, it helps me focus on my work, gives me the drive to work harder...etc...so I generally do it when I have things to get done.
As far as recreational use, it will relax you, possible get a case of the giggles the first few times you do it (that is if it effects you at all because it doesn't work for some, and others have to smoke a few times before they ever actually feel like they are high). I find my mind is a lot more open, receptive, and even creative, in that I think of things I'd never thought of, or understand how things work better.
I am not going to tell you whether or not to try weed because that is ultimately your choice. I used to be completely against it, but it's helped me tremendously with function at school and my job.