No, it's a personal preference.
PSP is the editor I started with, I liked their debugger and the variable inspector.
And it didn't have some of the problems earlier PowerGUI versions had at that time.
The thing I don't like about PowerGUI is the framework they set up around your scripts to enable the menus and actions.
That is a nice feature, but I feel that it is more than an editor should offer.
Try them both, and select the one you feel most comfortable with.
Btw the ISE that comes with PowerShell v3 is not bad either, and it's interface is completely open.
Extensions already exists, and more will undoubtedly come.
