Personal and Professional opinion – if you have Shared Hosting then you should be on a CGI Server and not a DSO Server – CGI is more secure for Shared Hosting accounts. If you have VPS or Dedicated Hosting then DSO is better than CGI – DSO is more secure for VPS and Dedicated Hosting accounts. Making the switch from a DSO to CGI Server on Shared Hosting is very simple for a Host to do. They basically just move your Hosting account from the DSO Server to a CGI Server. Simple and painless to do. That is the optimum choice/option here.
DSO is faster by default because of the lower CPU usage and PHP runtime is loaded only once.
DSO is problematic for WordPress because of the file ownership & permissions issues with DSO.
For Dedicated Hosting the usual security concerns about DSO security in a Shared Hosting environment are not a factor because all files have a single ownership.suPHP works well with WordPress (suPHP also runs PHP as a CGI module instead of an Apache module – mod_php).
suPHP is more secure then DSO in a Shared Hosting environment, but in a Dedicated Hosting environment they are almost equal in security, with DSO being slightly more secure in general.
suPHP runs a higher CPU load usage and PHP runtime is loaded twice. A performance decrease may be noticeable in a Shared environment, but this will not be noticeable for a Dedicated Server.
CANNOT use an Opcode Cache (such as Xcache or APC) with suPHP. It is strongly recommend that you install a caching plug-in supplement.
Site with some very good info on DSO, CGI, suPHP, FastCGI
http://boomshadow.net/tech/php-handlers/