which do you guys like the best and why?

shocks with threaded bodies/collars or shocks that use clips?

Threaded shocks are considered more 'race-y' and generally cost more. If the bodies, pistons, seals and shafts are the same, it's only down to adjustment, as the threaded shocks allow smaller and more precise adjustment. A lot of good drivers who have threaded shocks also use the collars to prevent slippage. Basically, you'll usually find that the best shocks are threaded body anyway, so it's not like you'll have much of a choice about it.

But the best shocks I've used are the Pro Uk ones from the H7 range, 3.5mm shafts and hardened body, clips for adjustment and a nice colour too. The XB8 ones are fine now with the G clip replaced and the 777 sp1s did leak when I left it sat overnight on the table after building. Threaded are more tunable but if your going to lock it with spacers then whats the point? Also they get jamed up with dirt in the thread taking more time to clean or adjust, plain shocks are thus a lot quicker to clean and adjust and that's why I run them.