If you have a critical application where you're worried about chips running under the bearings you can easily make up a cardboard guard with duct tape (or whatever) to protect things. We had a steady with roller bearings at a place I used to work and found that roller bearings can capture crud easier than non roller type bearings, because the wheels can suck in chips easier than they can get sucked in with the minimal clearance of a non roller type bearing surface. Even though oil or other lubricant can make chips stick they usually, will just lay between the bearing and workpiece waiting to be cleaned off when you stop between cuts. The clearance is so small it's hard for things to work their way in, but the wheels will grab stuff, put it under are easily roll over it. Using wheels, make sure you keep your rags, etc.. well away!
Typically, you'll get a mark on the workpiece anyways with either type of bearing just because of the contact. A lot depends on how much you actually run the part in the steady. Only putting a center in the end of a shaft doesn't take long, but doing extended operations on a workpiece is another story.
I'm sure others have different experiences and that's fine... that's why we post here to share ideas and experiences.
Like most things, what is better or best "depends" on a million different variables. Experience helps immensely, but we always have more to learn!
Ted