DOM and SAX has their own pro's and cons depending on how they are used.
DOM is usefull when data/object represented in XML/XSL file is required for processing more than once. Down side is you can't load whole XML file in to DOM (memory) if XML file size is too large.
http://65.1.136.127/developerlife/parsertest2/performance.html has performance statistics for reading XML files with varying sizes using different parsers.
SAX is usefull when you need to read data from XML file once, and either convert node data into objects or process immediatly and there is no need to go back to XML file for structural information.