The answer lies in how many are in your party.
- Alone: Always sit at the bar
- 2 people: Unless you really need a table for some reason, sit at the bar. You've probably come to see the bartender work his or her magic anyway.
- 3 people: Take a table if there's one available. If not, sit at the bar.
- 4+ people: Always take a table. Even if there are that many seats available at the bar, it's unlikely you'll be offered them -- groups of 4+ sitting in a row means those at the ends will have to be louder to be heard.