I prefer small parchment cones for precision-piping (of basic round lines) and flooding. I can cut the hole as small as I want (often smaller than the smallest tip), and I have greater control because the bag is relatively small. PLUS, no cleanup!
I sometimes use coupled bags (not disposable) with tips for intricate line work, most often when I know I have to pipe A LOT of something and it's important to the design to have the same line width. (It's a bit harder to go from cone to cone, and to cut the exact same hole size.)