I've used quite a few different techniques regularly - cryobath, the freezing bar inside newer cryostats, as well as the big metal bars with embedding molds/wells (I believe called "Precision Cryo-Embedding System"), all +/- cryospray.
If you are doing higher volumes of frozen sections, especially if you get a lot of specimens that need to be particularly carefully embedded (i.e. strips of skin/mucosa for margin status) the embedding bars are the way to go. You keep them in the cryostat all the time so they are cold and ready to go. Then you place the tissue directly into the base of the well, cover it with OCT and put the chuck over the back. Put the whole thing back into the cryostat and hit the back of the chuck with a little extra crospray. When you're ready, the whole thing pops right out if you tap the chuck gently with something heavy. In my opinion, this is the fastest and most precise/cleanest way of making frozen blocks.
I thought cryobaths were also fine (might even be a little faster), but you have to freehand making a base of OCT on the chuck, then put the tissue on top of that (doable, but not quite as neat) and I would also usually take the extra step of putting a coverslip on top of the tissue - both to press it flat and to prevent the OCT from bubbling while it in the cryobath. I haven't used one of these since residency and I seem to recall hearing even then that they would not be replaced if/when they finally broke because no one was making them anymore.
I am not a huge fan of the freezing bars that are in the cryostat itself - although it may be the particular models I have tried. I've noticed they seem more inclined to develop an ice crust from moisture vs the rest of the interior surfaces of the cryostat (would depend on your machine and maintenance though) and, even when there doesn't seem to be a moisture problem, I have had more issues with chucks getting stuck (on either the back of the chuck/mount and/or the top of the OCT tissue block, depending). They also seem to be the slowest at freezing tissue in my personal experience.