Ive used both MDX and DCX in many of my scripts and can safely say the DCX documentation is probably the best of any mIRC dll out there.
Also from a programmers view the MDX approach of docking on normal mIRC controls together with having to parse special access lines is just plain ugly.
And if your dialogs are really so huge that a GUI editor is actually useful, of course theres a pretty decent (scripted) one for DCX too.