Just to muddy the water...
I almost always use the controls from the Forms toolbar. They are less
customizable, but they also behave better when there are lots of them on the
worksheet.
And I can assign the same macro to different controls--even on different
sheets.
One of the times that I'll use controls from the Control toolbox toolbar is when
I know that I'll be copying/moving that sheet to another workbook--and that
control has code associated with it.
If I keep all the code in the worksheet module, then that code will move with
the worksheet to its new home.
Controls from the Forms toolbar that have macros assigned will still point back
to the original workbook. And usually will need to have the macros assigned to
point at the new workbook.