That question will bring up the same response as FX vs DX or Nikon vs Canon.
DNG is Adobe’s proprietary image standard that was created to store image data in a generic, highly-compatible format, unlike RAW files that have specific formats based on manufacturer and camera type. Some people think that at some point in the future Nikon's RAW format, NEF, will not be used anymore and then you won't be able to open your files anymore. Some people think that a more generic file like DNG is better to use since more programs will be able to use it.
I agree with all of this BUT for me I will stick with Nikon's NEF. I think that the less you have to convert a file the better. If it ain't broke don't fix it. Less is more.