I prefer to give dry, just because it's better for their teeth, it helps out their jaw (when they chew). It also generally has less fat. Plus, I think that in the long run... dry food is cheaper. Wet food is messier, too!
However, I do MIX in the wet food with the dry for his breakfasts every other morning. Sort of as a "treat." It's something he looks forward to.
All the dogs I've known in my lifetime who have the horrible teeth are usually the dogs who solely eat wet food.