Man, that's totally personal preference. If you can be happy with just 3 or 4 arrows, the pocket quivers sure do look convenient and unobtrusive. I shoot with a guy that uses one, but haven't had a chance to try one myself.
Personally, I started with a rover style side quiver, then made myself a back quiver that I used for several years, but now I'm thinking of making myself another side quiver, as I just like them so much more.
If you can, I would try to try out a couple different styles by borrowing from friends, etc. to figure out what you enjoy the most.