Considerations:
Linears are quieter but switchers have come a long ways.
You can get ones for <1% ripple & noise at less than $1 per watt these days. For digital, this is not a problem.
For analog, you can always add a small linear regulator off the switcher output to quiet things down.
Linears need more power and take up more space. Switchers are usually 75% - 90% efficient, so they need less power and space.
Switchers generate more EMI but if they have CE Mark they conform to a least 40 dB of shielding.
In rare cases, the resonant point in the load and switcher frequency need to be taken into account, though for most apps the switcher frequency is up there in 20kHz - 500 kHz depending on the size.
Some real cheap switchers need minimum load.
Also, in rare cases, the loop response of the switcher may be important.