If you have more than a few digits, or if you need a "full brightness" display, you really shouldn't be driving it/them directly from I/O pins anyway.
Once you have segment and column drivers that can supply "peak" current for your duty cycle you can use whatever display type you want. You can use transistor or IC drivers on segments and columns.
I prefer common anode displays simply because of the way I drive my displays and the choice of driver ICs available.