When wiring outlets should I use pigtails or both sets of outlet screws?
I rarely see pigtails to join the outlet line/load connections in any of the renovation work I've done. I think it's just easier for the electrician to wire both parts of the outlet, rather than getting a small piece of wire, twist, affix nut, and attach to the outlet. It also takes up less space in the j-box.

Of course the line/load are pigtailed in other j-boxes (e.g. lighting fixtures and switches) since they don't have two screw terminals. And you would pigtail the lines before a GFCI if the next device shouldn't be protected by that GFCI outlet, but otherwise you would always use the line/load terminals in a GFCI.