I've never bothered with EPROM because DATA works nicely for me. The only salient difference I can see is that DATA has the ability to prefix the memory location with a reference LABEL which EPROM doesn't do (or at least it doesn't appear to have this feature - though I've never bothered to find out for myself). Now prefixing a location with a label is very useful, as you then don't have to bother keeping track of EEPROM addresses per se... Example...

Code:
	EContrast	Data 2		' Contrast Level
	EBackLight	Data 2		' BackLight Level
... and in your code if you need the Contrast value you can simply...

Code:
	Read EContrast,LCDContrast
Now if you used EPROM to save your data, you would have to keep track that the Contrast was (for example) at EEPROM address 252...

Code:
	Read 252,LCDContrast
...which just isn't as professional. Apart from that, if you have dozens of items in EPROM, sliding one into the middle of the list is easy with DATA LABELS (because when you recompile the compiler will re-address all your code labels), but if you use EPROM, and you add something into the list before it, then it won't be address 252 anymore, but 253, so it is then up to YOU to go through all your hundreds (or even thousands) of lines of code to make sure that what you have added or taken away from your EPROM list hasn't impacted elsewhere (which it probably would have done!).

So, DATA usage (with LABELS) is real good, EPROM usage (without LABELS) is amateurish.