My rule of thumb, and I'm sure there will be debate on this, is to never use lists (unless you need to very, very frequently remove things from the middle of large lists).
The speed you'll gain by having all your elements in your container in contiguous memory (and therefore more cache-friendly) is worth the offset of the additional costs of adding/removing/resizing the vector.
Edit: Just to clarify a bit more, of course it should go without saying that any kind of "which is faster" question should be tested on whatever platform with whatever data sets are pertinent to your particular needs. If I just need a collection of elements I just use vector (or deque, which is almost the same thing) unless there's a good reason not to.
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