Depends on the situation really, the fats moving zombies create a sense of panic more than anything, clouding the survivors mind with what their survival instincts tell them to do. This is great if you wanna see perfectly health people get ripped to shreds and gives you more of a sense of wonder as to who is going to die because the fast movers are easily capable of catching them.
Then there's the slow moving zombies that give you a sense of extreme terror (there is a difference between terror and panic, but in the situation you probably won't care to make the distinction). Also slow moving zombies tend to be in significantly greater numbers as their prey can often escape after a single bite. There is also the surround factor which slow zombies do well because they don't make as much noise as fast zombies and because they move slowly, they cluster easier. Also, you've probably notice that slow zombies are usually coupled with some type of super zombie (Lickers from R.E. for example).
I don't have a preference as to which I like better, however if I was thrown into the zombie apocalypse, I'll take the slow zombies despite the semi-stealth, large numbers, and super zombies, simply because you can always outsmart a zombie, but you can't always outrun them, because it seems fast zombies don't understand the concept of "tired", and therefore unless you can manage to find some place to hide or get behind, you'll eventually be screwed.
