@gentlesavage - People argue for both sides. I don't think that there is much difference between the two.
The parking companies generally recommend changing the nameservers, and that is what I do.
There are small pluses and minuses. If you change nameservers, then urls like domain.com/index.html will resolve properly.
OTOH, if you forward your domains, I believe that you can set your own title and probably a few other things - it should leave you with better control over the page.
Some people say that forwarding domains can help them rank in the search engines, but I've never seen this.
I think that it's pretty much 6 of one, half a dozen of the other. You can always test things out to see what works best for you.