What is the best program for working with Vector Art?

Previously I've used Macromedia Fireworks MX and really enjoyed its interface, however Photoshop seems to have a few tools that make working with vector shapes easier (it's easier to add a vector path point with handles for instance).  I have Illustrator 11, Photpshop 7, Fireworks MX, FreeHand MXa....

Which would you recommend?  I'm about ready to go nuts... I like photoshop better, however I can't get it to let me draw a shape (a circle for instance) and *NOT* fil it in unless I use the slider over on the layers and set the fill to 0%.  Is this what I have to do?  

Please help.