Related to question: which font is preferable for reading long texts on a computer?
Having done some fiddling around with fonts after noticing this effect I've found that I prefer serif fonts for large / long lumps of text. However, I'm sure if you ask around you'll find lots of people who prefer it the other way around. I've been thinking of adding a little control panel to some of my sites to let people easily switch between the two. It's probably not worth it for short pieces, but for articles it could be worthwhile.
However, if most the studies cited in this article are to be believed, then there's no conclusive evidence pointing to a specific font or style of font that is "better" for reading on a computer, only personal preference.