I will reply without reading posts first for a reason. To make it clear, I've never made it for a program (there were also good excuses like "you don't have papers you went through enough detoxes", "you buy methadone and there's no place for people like you on the program", "the program is full" etc.).
But I guess there is no difference when you dose yourself a drug at a steady dose that doesn't make you high but just makes you feel alright. Drugs I used for maintenance were methadone, buprenorphine, 17,18-didehydrobuprenorphine (treat those as one), and semorphone. I won't count the period of my methadone usage when I got back to shooting up after a few months or even sometimes less than one month.
Buprenorphine (and 17,18-didehydrobuprenorphine)
But I haven't shot anything since October 2009, not counting a few times with 3-methylfentanyl (but later on that, it was connected with bupe not working good enough). Then I finally stopped using morphine and levorphanol for good and started buprenorphine. Well, I thought it'd be easier knowing what doses are given at programs. So I started with 8mg but it wasn't enough, I worked my way up by 2mg until I got steady at 16mg (sure I was higher but I decided 16mg was enough, I had to be on the lowest possible dose for financial purposes as well). To be honest I thought I'd zero myself on buprenorphine and never come back to opioids. I grew up to that decision long time before but I simply couldn't do it earlier. I eventually started to taper down after being on 16mg for a month maybe. I got to 12mg somehow, it wasn't that good anymore but I thought I'd get used to it, I didn't taper down for the first time, right? So I know how it is, you always have to give something from yourself, the drug won't do the whole job. But at 8mg it was a nightmare. I was sweaty all the time, I felt how it stopped working as an analgesic. And to tell the truth I felt at 16mg and higher that buprenorphine is hell of an analgesic and methadone can't be compared with it; I simply had lowered pain threshold although I'd been addicted to opioids for almost 6 years then - it was weird but I couldn't hold on to bupe at 16mg all the time. Why?
Digression
In Poland there's only methadone in syrup and buprenorphine w/ naloxone in Suboxone pills on maintenance programs. I didn't get Suboxone. I used pure buprenorphine so it was clear I would run out of it in the end... Methadone on the other hand can be purchased at quantities I want. My source simply gets it in brown Molteni bottles and I get it clear.
End of digression
At some point I decided to try 17,18-didehydrobuprenorphine (well, this one has a double bond so it's "endoetheno" instead of "endoethano", and just for pure scientific information, when oripavine derivatives are obtained, "endoetheno" comes first, then it's converted to "endoethano" - it's no synth clue). 17,18-didehydrobuprenorphine is on average twice as potent as buprenorphine with really no differences in affinities for concrete receptors etc. Anyway this could let me use half the dose I had to use when I used buprenorphine. It made no difference after all. I ran out of 17,18-didehydrobuprenorphine so I had to go back on buprenorphine. I started to go crazy at 8mg. Getting the dose up again wasn't satisfying either. I guess I started to try to abuse buprenorphine. It reminded me at higher doses of my very early experiences with oral codeine when I was just slightly touched by this opioid bliss but it was great for me then. Buprenorphine has an antidepressant effect for sure (this made me positive for possible tests with kappa antagonists and/or delta (partial) agonists). Yes, this woke up that researcher thing in me. I kept using buprenorphine for its antidepressant effect until I ran out of it (almost, actually I still got a little of it). I really functioned differently. It never made me high like morphine/heroin/hydromorphone/oxymorphone/levorphanol/<your opioid> would but it always brightened my mood.
Its main advantage over methadone is that it works way longer than 24 hours. At first I took it every 24 hours but then I could do without it for 36 hours easily and I didn't feel any symptoms of withdrawal when I was on 16mg. I guess that's really important for a drug to work more than 24 hrs because you don't wake up all sweaty in the morning before the Sun to take your dose because otherwise you can't bear it. Sadly at lower doses bupe stopped to work like it should. I had a few days when I used ~35-40ug of 3-methylfentanyl to break through buprenorphine and feel real rush. But it didn't make me go back to real heavy addiction. It was like on week and I stopped, it wasn't comfortable to make a few shots a day as 3-MF doesn't hold you long just like fentanyl (it's just much more potent, like 40 times I'd say).
Methadone
When I saw I was running out of buprenorphine I decided I don't need to spend any more money on buprenorphine if I know, it doesn't work like it should and I know that methadone helps me just alright. I had to split the dose at the beginning because otherwise I would get withdrawal symptoms at night (it didn't hold me 24hrs), it was like I took a dose at 0800 hours and at 0200 hours the following night I felt I was withdrawing (stool, sweating, goose bumps, ache etc.; just like methadone withdrawal kicks in, slowly - it's worse than morphine or heroin in this respect for me, after a week you know you just started when it's methadone, when it's morphine/heroin after a week you know it's now a matter of your mind whether you can bear it or not because it's almost over and there are only remains in your head).
Anyway, I could take one dose when I took a higher dose. 80mg was good enough to hold me for 1 day. But I started to have financial problems and couldn't take that much. If I had only known, I would have started tapering down earlier... I visited that doctor who once wanted me on program but it's a matter of at least 2 weeks before they get you on a program here, earlier you have to be on a detox (no, they don't detox you there but we don't have separate hospital wards for detox and for dripping patients who are to go on programs - everyone land on one, I know that's probably misleading for people from North America and not only). I went crazy after 3 days, this idiot cut my clonazepam dose by 1/3 right off (without rising my methadone dose) and I felt it. I left hospital and I could forget about program. I knew I did a stupid thing but it was really hard for me there to stay with a lot of junkies who only waited for you to leave your room to go and steal anything worth 1 cent.
Anyway, this visit was a disaster. He told me he wouldn't take me on program because I buy methadone (yeah, so which is better? shooting up morphine and levorphanol that I did earlier or maybe drinking bought syrup? you tell me, maybe I'm stupid).
I stabilized myself on methadone. I tapered down, it's hard with money but my mum helps me. I don't know what I would do without her. She helped me so much with my addiction that no therapist matched her support.
Major advantage of methadone over bupe is it simply has no ceiling effect. Even when I pushed it more with bupe, more than 24mg, I didn't feel any better anymore. With methadone I worked my dose a little up because 15 - 15 wasn't enough. But here goes this disadvantage - methadone doesn't hold everyone for 24hrs but I'm in the minority so it doesn't apply to most people. The other thing is methadone is more sedative than bupe and it slows you down at some dose, that's visible to others that are acknowledged how a junkie may behave. Bupe is on the other hand a little "speedy". I don't know how to call it better, it's its antidepressant effect I found out. Yet I don't know if this is bupe's antagonist action at kappa or maybe bupe's action on some other postulated opioid receptors that genes of hasn't been located yet, so they might be just subtypes of existing and known opioid receptors. I wonder every day.
Recently, I've been struggling with some problems and I started to take more methadone and clonazepam. Well, I won't lie to myself, I started abusing both drugs. Lately I've used twice the prescribed dose of clonazepam. I wrote I made my methadone dose a little higher - that means I started taking 20mg instead of 15mg (i.e. 20-20). 20 is alright in the evening but in the morning I started to take even 50mg sometimes. I've got ~800mg in my stash and I get 600-800mg each month so even if I get addicted to higher doses I know I have enough of it to taper down to my old dose. But when will it be? It's just this loneliness that's killing me. I feel this anxiety all the time without any cause, I hate it when I think my heart sky-rockets and then I check my pulse and it's 60BPM... So it's palpitation.
Anyway, to recap I chose methadone. Why? Because I can really maintain on it and I found out I can't do that anymore on buprenorphine. For people who are in phase that allows them to choose between both drugs, they should go for buprenorphine. I would do that myself if I could.
It does suck going to the clinic 6 days outta the week (no take homes for stoners 
), but it's worth it imo - I haven't shot dope since I started MMT, and my life is way better than it would be on dope or subs.