Of course there are "better" setups than others but in the end it all comes down to the players' skills. For me the most fun style is serve & volley, unfortunately it's also the hardest one to master imo. There may be several reasons for it: S&V lacks forehand, backhand and power, stats which are considered the most important ones in the game. They affect all ground strokes (power may also affect volleys, can anyone confirm) in all games while a S&V player will have a damn hard time to make use of his/her high serve stats during return games.
From my experience it's easier for a baseliner to break an equally skilled S&V player but not the other way around. As for Speed, Reflexes and Stamina, having low stats in them doesn't have the negative effects it should have (see 98/98 discussion).
My personal styles ranked by Fun
Serve & Volley
Offensive Baseliner
Defensive Baseliner
By Skill
Offensive Baseliner
Defensive Baseliner
Serve & Volley