I haven't play enough with this and usually use mocks, but I wonder what are the differences between this two and when to use one or the other on Rhino Mocks.
Update:
I also found the answer to my question in Ayende's words:
The difference between stubs and mocks
You can get the actual definition of the these terms in this article: Mocks Aren't Stubs. I want to focus on the difference from the point of view of Rhino Mocks.
A mock is an object that we can set expectations on, and which will verify that the expected actions have indeed occurred. A stub is an object that you use in order to pass to the code under test. You can setup expectations on it, so it would act in certain ways, but those expectations will never be verified. A stub's properties will automatically behave like normal properties, and you can't set expectations on them.
If you want to verify the behavior of the code under test, you will use a mock with the appropriate expectation, and verify that. If you want just to pass a value that may need to act in a certain way, but isn't the focus of this test, you will use a stub.
IMPORTANT: A stub will never cause a test to fail.