Nasal Cannulas
Nasal Cannulas tend to be popular as they can be used for their simplicity and patient convenience.

Nasal Cannula prevents re-breathing of expired air and are comfortable for long periods of time.
There is increased patient compliance with a nasal cannula as patients are able to speak, eat and drink more easily as the mouth isn’t covered. It is smaller and more discrete and patient’s are more likely to wear it continuously.
Local irritation and dermatitis may occur if you are being prescribed a high flow rate of oxygen. The use of humidified oxygen is recommended with its use to reduce the dryness of the mucosal wall in the nasal cavities, particularly when using flows of greater than 4 l/min. They can withstand flow rates of 1-9 L/min up to 40% oxygen.
If you want to move around a lot some patients find that the tubing can slip off from around the ears or that they can rub the cheeks and ears, although special tube cushioning can be supplied to reduce this.
Face masks
mask
Many patients prefer the traditional face mask.
There are a few different types of face masks but the basic principle is the same. They deliver a higher rate of oxygen than cannulas;  up to 15 L/min of oxygen and up to 60% oxygen concentration, depending upon the patient’s breathing and tidal volume.
They are normally soft and mould easily to the face, although they should be fitted to ensure that they do fit your face properly and that there are no gaps where the mask doesn’t meet the face properly as the oxygen will escape through these gaps.
They have head straps or ear loops to allow easy fitting and removal. The clear ones allow others to visually spot any indications that you are in difficulty.
Most masks are careful to direct the oxygen directly into the nostrils and not upwards towards the eyes which can cause eye irritation. Some face masks have a horizontal tube to further reduce this risk.
References: http://www.flexicare.com and http://www.christie.nhs.uk