C++ pointer vs. non-pointer

Sup /prog/

C++, if I make my own class, lets just say class cShitHead

cShitHead dave * new cShitHead( "dave" );
dave->PrintName();

or

cShitHead dave( "dave" );
dave.PrintName();

I myself like the pointer notation better. However, which one is more efficient and better on memory? and why?

http://www.cs.bath.ac.uk/~mdv/courses/CM30082/projects.bho/2007-8/Nobes-KJ-dissertation-2007-8.pdf