I have just a few years of machining experience and for me, I can make threaded parts in about a tenth of the time it takes me to turn down a press-fit part on a lathe. I don't have any experience with CNC though.
I'd say for weird sizes, threads are easier, but if you can design something to use a standard size part (say 1/4" round stock) it should be easy to size the hole to a few tenths under and ream it (if that's an available reamer size).