Much a matter of choice, I think. I've always used pills. Began with Premarin and later shifted to estradiol. That's when my endo recommended taking the pill sublingually. He said that method skips one trip through the liver by introducing the estradiol directly to the bloodstream.
At 74, I've cut way down on my intake: lowest dosage taken every other day. Sublingually, of course. Keeps the hot flashes away.
Robyn