SSRS 2008 R2 - Shared Dataset or Stored Procedure?

In SSRS 2008 R2 reports, I have always used stored procedure datasets but have come across a project that usesshared datasets . I am goint to change them to stored procedures if there is no advantage toshared datasets.

 Is it a best practice to use a stored procedure for the dataset or create ashared dataset?

Thanks!

Linda