I've used both, but my last two rental homes have had wall ovens. (Tiny wall ovens, I'd like to point out!) I do like having the oven separate, as it keeps the stove area cooler; I hate those blasts of steam and heat that come out right when you're standing stirring a pot. Also, in my current home I have a gas stovetop and an electric wall oven, which I feel is a great combination.
What about you?
(Images: Oven manufacturers)