High heat allows you to cook faster and helps seal in the juice. Low heat preserves the tenderness of the meat and gives it a fresh-off-the-grill, smoky taste.
There is no real right or wrong choice, but your choice does affect the way you cook the meat. You can decide to take the middle ground and purchase one of the modern BBQ smokers in Greenville, SC. These machines make use of high heat, but are designed to circulate heat in such a way that it mimics the effects of low-heat grilling. Many pros opt to use this method.