The native client has support for some additional (more advanced?) features of sql server 2008 (and 2005 I believe).
However, out of the box, you are far more likely to find the standard sql server driver installed on the computer.
Unless you are using some type of installer, or some other software installs this native client driver, then you are best to stick with the default non native driver for maximum compatibility. And, there is just the plain issue that the standard driver is most likely to be already installed on your client side computer.
So, that new native driver not going to be installed by default, and you likely have somewhat better luck with the non native default driver. I had a few issues come up with exporting date columns when using the new native driver (can't recall just right now what the issue was, but there was an issue).
Note that your connection strings are/will be slightly different for the native driver, and if you have some re-link code, that code will fail on computers without the native driver. So, while you have both on your computer, you can't assume this will be the case on other computers. So, you should have special and good reaons to choose/use the new native drivers for 2008/2005, but if not, then use the standard ones.