I have used both methods extensively. I prefer non chlorine shock, but I like to get my chlorine level up to between 3 and 5 ppm once per week just to get that extra sanitation. I found using chlorine to shock would keep me from being able to use the spa for at least a day after. It also sends CYA levels through the roof. I also believe that MPS does a more complete job of oxidizing. Non chlorine shock adds a little to TDS, but my water stays in good shape unitl I change it every four months. I now use one tablespoon of dichlor and two tablespoons of non buffered MPS for my 485 gallon spa.
There is also a product called Enhanced Shock by SpaGuard, I believe, that is a mixture of dichlor and MPS.