I use curl across the board. I can't even begin to count the amount of times that I have seen script kiddies use some pre-made script to hack {Wordpress, Drupal, Joomla, whatever other PHP script} and try to use wget to download their new code. wget isn't installed on my servers, so it fails. curl is installed, but they never seem to reach for that.

Keeping wget off my servers has stopped countless attacks, yes the PHP scripts should be updated... but shared hosting isn't all that great as a sys-admin.