I have worked with both over the years, and I do prefer natural casing, but collagen has a very small advantage.
Natural casing I say is the best, it has no real taste, but has a nice snap to it when you bite into it.
Collagen, has no real taste either, but lacks that snappy bite.
Natural Casing is a bit of a pain in the ass to work with, you have to soak it and clean all the salt off, after you untangle the ball of tangled mess you get it in, but it not that bad, just a pain. You also have to soak it for about 12 hours, changing the water very often, to get rid of the salt, then soak in water with lemon or a bit of vinegar, which make it very soft and pliable, then run water once to get rid of any sh*t and salt on the inside.
Then you can use.
Collagen, just open package, slip on the stuffer horn and go.
You also have to think about what are you doing with the casing, air dried sausage, fresh sausage, what?
Either case, what do you like?
Me personally, I now always go with natural casing, once you get used to working with you will see, it is worth the little extra time to use.
Also, I have always, bought my casings and other products and items needed from :Butcher & Packer" just do a search you'll find them/
If you have any more questions, please feel free to send a message, I'll be here!