Some like oxycodone better, some like hydrocodone better.
Here's what I've heard: for short term pain (like after a root canal, surgical procedure, etc., where the doctor gives you 2 or 3 days worth of a prescription), oxycodone works well. But, for long term pain (e.g. pain lasting weeks, or chronic pain), some find that although oxycodone "hits the pain hard," it wears off quickly. And some physicians and patients find that to be a recipe for dependence and addiction.