Downunder, There's only one single benefit to owning an Aluminum cylinder, and that's cost. A steel cylinder, especially HP cylinders are considerably smaller that the Al equivalent. The reason is simple, steel is a much stronger material and therefore they can get away with having thinner walls, especially in the boot and neck area.
The downside to steel is price. If that's not an issue for you then we can move into HP vs LP. It's true that the vast majority of technical divers use LP cylinders. The reason for that is because LP cylinders like OMS have a 10000 cycle Hydro life. Most usually fill their cylinders beyond the 10+ overfill allowance to cheat some more bottom time out of it. LP is heavier for the same size as HP. LP is gentler on your regulator.
It's difficult to get a truely good fill on a HP cylinder because dive shop personnel don't like placing the cylinder in water, filling it, waiting for it to cool off, and then top it off. It's time consuming. It's not that the compressor doesn't have the capability, it's a time thing. In fact if a shop tells you they aren't configured to fill HP, walk away and find a new shop. One with upto date equipement. HP is costlier than LP.
Here's a :nono: I stopped by a shop to have my cylinders filled on the way to a Lobster dive a couple of years ago. I usually fill my own cylinders but I had to stop by the registers to get a new Fishing Lisence, so I let the dive shop manager fill it. The dope filled my 2400 psi rated cylinders to 3700 psi. Hehe, nothing happened but the 133cuft of air didn't hurt.
So in conclusion, I use LP because it fits my large frame, and the type of diving I choose to take part in. Your needs may be different.
Mario