Previously, I used to use MFC collection classes such CArray and CMap. After a while I switched to STL containers and have been using them for a while.
I think it boils down to a simple question: Who do you trust more? If you trust Microsoft, then continue to use the MFC variants. If you trust the industry, then use STL.
I vote for STL because the code that runs on Windows today might need to be ported to another platform tomorrow. :)