The call-based and put-based spreads do not differ, and the net effect of choosing either should be the same. Their payoffs are identical.
You can prove this by considering the following:
BUY 1x bear call spread @ Strike $X/$Y expiring Day D
SELL 1x bear put spread @ Strike $X/$Y expiring Day D
This means you own
+1 Call @ $Y exp Day D
-1 Put @ $Y exp Day D
(The two above are equivalent to a synthetic long position)
-1 Call @ $X exp Day D
+1 Put @ $X exp Day D
(The two above are equivalent to a synthetic short position)
You effectively now own nothing, since your synthetic long and short positions completely cancel out. This is a consequence of put call parity.
If the the call-based and put-based spreads differed, you could buy one and sell the other as arbitrage. No doubt, high frequency trading systems are looking out for these opportunities all the time; these opportunities probably don't exist.
So which do you choose? It is very unlikely to matter, at all. Personally, I prefer the trade that results in debit rather than credit, purely for aesthetic reasons.