I like typing because it allows me to sort my next actions.
In addition, because I have to account for my work hours on a monthly basis, typing allows me to easily move completed actions to a 'done' section, which I can refer back to when I write up my reports.
I don't know that our opinions on this matter will be of much use, because ultimately you have to decide if writing or typing is better for you. We may all prefer a method that's completely wrong for you.
Try typing, and see how well it works for you. Try writing on paper, and see how well it works for you. It's a personal thing.
In addition to just trying both mediums, which is an excellent suggestion, you might do a search for "learning styles" and check out some of the tools available on the web for determining your learning style. Many visual learners find that digital planning appeals to them, where as many kinesthetic learners find that writing things down really gets their wheels turning. Knowing where you fall can help you make this decision.
And no, DA doesn't really recommend one or the other. In fact he seems to frequently shy away from talking about the setup of his own system (I think he's on Palm?) because the point of GTD is that anyone could implement it using whatever tool they wanted and he doesn't want people getting sidetracked by the "how."
I almost always type my To-Dos into software. (Specifically Omnifocus.)
But once in a long while, when a project is stalled and I suspect that it needs to be completely rethought and/or restructured, I may sit down with pen and paper and hand-write the rethink. But later, I type in the results.
I much prefer writing first, unless I'm already at my PC or laptop.
I've always liked writing on the spot whenever a thought occurs to me about anything, including the to-do lists you asked of. I especially like using different colored inks and pencils. I also feel much more liberated with writing because I can underline, press harder, circle something, draw lines and arrows or do a combination of both visual and kinesthetic clues much more easily.
I find writing reflects back to me what I was thinking at the time, even though it's "low tech." Then when it comes time to process those notes, that helps me decide appropriate contexts for filing. Sometimes I do type those notes that merit storage in a PC format.
I always had the problem of having scattered written notes all over the place. I thought typing was the solution for me at first since I use my PC so much. However, I've found that many interface elements from mice to windows get in the way of just capturing the ideas. And many other times, ideas just come to you when you're not by your PC, PDA, etc. I've always got something to write on and with on me in my pants pockets. I also hate waiting for devices to boot up and losing the train and impulse of thought.
If you do like to write like I do, I've found it's very important to have a good Collection bucket for your individual thoughts and lists. This really hit home with me when I heard of the 5 GTD phases.
I support many of the comments posted so far. For me the key is finding something that works for you. My 'system' has evolved over a number of years. I came to recognise that your environment and work culture have a big part to play - let me explain.
The culture of my organisation isn't very tech orientated, therefore to sit in a meeting tapping away on a PDA/laptop is alien to many and can hinder your engagement with your colleagues. For this reason I use a hybrid system:
1) Next actions and notes - paper, easy to collect & update in a meeting
2) Calendar - the hard landscape; Google calendar syncing with Outlook
3) Google docs for project planning and lists (coupled with Google gears for offline access)
There are also hybrid systems where you write on special paper with special pens and what you write is recorded in the pen. Not cheap as the paper has to be purchased as well as the pen. But if you want to sit in the meeting pretending to be low-tech: