I'm asking this to get everyone's opinion -- I realize there isn't one "right way" to do this. I've tried a few ways myself, including using Cocoa for everything including the game itself (good for simpler games, like card games for example), using Cocoa for the screens outside of the game and using my game engine to present game objects on the screen as UI.

What do people prefer to use for game UI? I'm particularly interested in hearing about why you chose to go that way and if you found that your choice was a good one after implementing it.