Canon XT-AEB-P or AV? Help me here!

[Sepiana]

Hi everyone,

This weekend, I was practicing AEB shooting with the following settings in the Canon XT:

P (Program AE)
Continuous shooting
AEB = -2, 0, +2
RAW and/or JPEG

I have a Photomatix demo. In the tutorial they talk about shooting in the AP (A setting) mode, which I understood to be the AV (Aperture-Priority AE) mode in the Canon.

Now, here are my questions:

1. Which of the two is preferable?
2. Does it make a difference?

To be honest, I got a bit scared of using the AV mode -- it seemed too manual to me. You all have to remember that up to now, I had only used Full Auto. Just shooting in the P mode is a giant leap for me.

Thanks in advance!