I tried pine needle mulch this year for the first time, don't like it that much. It's certainly easier to lug around, but takes me longer to spread. Doesn't prevent weeds or conserve moisture nearly as well as the shredded wood I usually use. If it were free I'd use it, but since I have to buy it, I like the shredded wood.
My favorite mulch is fall leaves. The only problem with them is that they blow away in these violent storms we get so often .
Karen