I don't really prefer the bullets myself, I'm just not that much of a vibrations gal.
One thing you'll want to pay attention to, as you go through the reviews like Ms. Spice suggested, is that Tantus recently upgraded the bullets they include. Their vibrating toys used to come with a standard watch battery bullet, but now they all come with a nicer, N-battery bullet. If you want to learn about the newer bullets, I think the Little Secrets line (like the Spoon) have only ever come with the nicer newer ones, so check out reviews for those and just know that you'll get that better bullet with any purchase now.