Some people say cooking almost any meat on the bone gives you more flavor; others say not. I'm not a big advocate one way or the other.
If I'm making pulled pork I don't think it makes any difference (the rub, prep, and smoke creates most of the flavor anyway) so I generally go for the lowest cost to product ratio - boneless. I don't tie them up (not being into that kind of stuff) and haven't had a problem.
If I'm going to roast and slice or chunk (for roast pork, pernil, etc. with or without smoke) I generally go with a shoulder cut (bone in). It just seems like the right thing to do.