See, this is where 'different strokes' thing comes in handy. I HATE HATE HATE pair programming. If you tell me I have to do 1 hour of pair programming on a job interview, I won't go. Not because I'll get nervous or anything, I just don't like a few things about it, a couple:

a) I hate having people in my personal space I don't know well. It may seem I'm being an asshole, but I'm very very very very sensitive to smells to the point that I can't concentrate. Your cologne or just body smell will probably be my number one focus throughout that hour.

b) while I don't have OCD/am a germaphobe, again I HATE HATE HATE using a keyboard that isn't new or mine. The stickiness of the keys, the dirt around them... makes me go crazy.

I always carry my laptop to interviews with me nowadays to at least avoid B.

So, for me, a whiteboard is great (for some reason, I don't care much about a dirty board/pens) and I do amazingly well on them. I also do very well in public speaking situations so maybe I'm just comfortable at that kind of interaction/distance.

I think the best is to truly ask the person what they prefer. If they want a laptop, great, if a whiteboard, cool as well, I've done both both as an interviewer and interviewee, and noticed that as well, some people prefer a whiteboard, others a laptop. Give them what they are more comfortable with.