There are several things to be careful with cotter pins, such as not using the nut to tighten them in; bashing the pin end to remove will only mushroom it over. Even getting the right size pin (there are two diameters). And finally fitting them the right way round, received wisdom is for the pin to be pointing upwards when the crank is forward. I don't mind cotter pins, but fitting them isn't bash in and forget. Another thing is be prepared to file the face of the pin to get a better fit. If you grease things up and push one in, then remove it, there'll be a line marked in the grease. You need to file below this line, so the pin will go in further next time, taking care to keep faces flat etc. You may need to do this a couple of times.
So yeah, in short, square taper is much easier.