I used to work as a prep and fry cook in a Chinese restaurant, so I had to make and cook a lot of dumplings. If I make a fresh batch at home, I prefer them steamed or quickly boiled only because I'm already hungry and pan-frying is one more step between me and eating.

If it's a pre-made batch or I have a lot of time, getting a nice brown crisp on them is a great way to go.