I Prefer Parentheses (Personally)

I think one of the more interesting parts of language (both written and spoken), is seeing how scattered one's thoughts are. People have a tendency to throw a lot of information at us and it tends to come in all jumbled. First drafts, especially, show us the thoughts as they come into the author's head, and these thoughts are sorted in a few different possible ways.

Some people use hyphens or dashes. These present a natural break in the thought - ideas can be inserted without worrying too much about mechanical grammar/syntax - and the original idea can be continued unimpeded.

Most people use parenthetical commas. It is the smoothest way to introduce information, a little mark to begin and to end a separate thought, and is best used when the inserted thoughts are more supplemental to the original thought.

Lastly, there are actual parentheses. They work the same way as parenthetical commas, but they use a different symbol (a bolder, more powerful one to me). Parentheses really make things stick out, more than dashes and commas.

In general, I prefer parentheses. They are the natural way that I add distinct thoughts and I find them clean and efficient. However, it should be noted that I actually use all three forms that I've mentioned. Each one has a different feel, and thus, a different function for communication. Understanding how these symbols have slightly different effects on the way a reader interprets your sentences will give you more tools at your disposable and a finer palette with which to tell your stories.