As mentioned above, Minimum Phase and Linear Phase both have different pluses and minuses.
EQs are a lot more complicated than you'd first imagine, and creating one in software is a lot more complex than you'd probably imagine... Either way I'd say lean toward Pro-Q or something comparable.
http://www.dancemusicproduction.com/sessions-06-eq/
That is a tutorial I personally think
anyone who is self taught should see; it altered my entire understanding of EQ; not simply as an approach, but - it's a 3 1/2 hour in depth explanation of everything from the why and how they were invented, to the difference between software verses analog EQs (and they are vast... Sorry if I sound like a frickin salesman LOL. It really is phenomenal though...)
Back to your question - the ultimate answer is it depends on 2 things:
1. personal preference. 2. What the source audio is...
Software EQs are quite different from hardware EQs as far as how they work.
Digital Minimum phase EQs are typically based around, or modeled on real world desk EQs. Not always modeling a particular EQ per se, as much as going for the same ballpark results...
As explained in the tutorial... think about this - all the "classic" (i.e. pre-2000...) albums we either grew up listening to, or have been exposed to later in life were mixed before the days of software. Our ears
ARE accustomed to minor phase shift through EQ. We've been hearing it most of our lives and we tend to like it ... The phase shift of one EQ vs another typically provided a particular color that an engineer favored about a particular EQ.
With linear phase you do get zero phase shift, which on paper sounds like a good thing. But as explained, often introduces transient smearing, or "pre-ringing".
Essentially linear phase is something you probably wouldn't want to use on drums, or transient material like acoustic guitars, or use to do much boosting.
Typically a linear phase EQ will be used on a whole mix moreso than an instrument. But again, MANY engineers do prefer a minimum phase EQ on a mix due to color.
Mastering engineers often don't favor one or the other. Some prefer a combination, some prefer minimum phase, some linear, but again, they are typically making very small moves of a dB or less, so if using linear phase, it's introducing as few artifacts as possible while keeping the phase in tact...
So... I guess it's ultimately whatever you prefer, but obviously more often than not people tend to favor minimum phase.
That tutorial will make you seriously question using your DAW Eqs unless for something really basic, like notches and narrow cuts... basically, think of the time Ableton spent developing EQ8 vs the time and research that went into Pro-Q, Alloy etc...
