Well, a concrete pier will be less prone to vibrations than a hollow steel pier, if it's made properly. No matter how thick the walls of a steel pier are, the simple fact it's hollow will allow it to resonate if bumped into. However, if you fill it with something...like sand, that will dampen the vibrations. A steel one is easier to construct and fit in place...you don't have all the form work to create the pier to contend with, and waiting for the concrete to cure etc.
One good thing about a steel pier, you can route your electrical and other cables through it, if you so wish and that'll get them out of the way.
I suppose what your choice is will depend on cost and just how enthusiastic you are about knocking one up. Also, the time allowed for construction will be a factor.
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