IMO playing this with a keyboard works really well (not using the mouse at all). In PC version you can use shortcut keys for lift/throw, execute and end turn, maybe you can use those with controller too somehow but I wouldn't know.

Aside from that it's probably just preference and if you find it easier to remember which buttons to press or which keys to press. Since the game is turn-based though you never risk screwing anything up. Mostly relevant for the multi key commands to zoom and move the view between characters.

Controller.

S.x.

This game was originally designed to be played with a controller, as it was for the PS2. And since that's what I'm used to, that's what I use. (Actually played hundreds of hours on my PSP.)
The keyboard controls seem to be a remapping for the various commands, which works well enough. I tried it, but had a lot of trouble adjusting.
So far as I can tell you neither really lose or gain anything either way - so just use what you like. (Or what you have.)