It doesn't really matter which association you title them in, if you're going out to have fun. We ran for ages in USDAA before we even started in AKC -- USDAA is more complicated and difficult to title in, but they have more of what they call "games" (nonstandard classes) which I have found to be a ton of fun. Snooker is a riot, it's just like the pool game, only with jumps instead of balls. Both of us have always enjoyed that one. Gamblers is VERY difficult for us, because you have to work away - that was the last class we qualified in to get our title, but we did it!
But it's nice to be able to put an AKC performance title on a dog if you're showing conformation too.