If you want the final product in 24 frames per second then without a doubt you should shoot in 24PN. It will use the least amount of card space as you shoot and it will put you in a 24 frame per second timeline in AVID.
There are several ways to get the files off of the cards, which method will you use? There is a firewire dump, USB On The Go dump, or pulling the card and sticking it into a PCMCIA slot (RIOCH chipset works best). The first two take the camera out of commission while the third requires access to a computer. The third also requires that the pcdriver for the P2 card be installed on your computer. An additional piece of software, the P2 viewer, will allow you to view the MXF files both on the card and on the computer's hard disk.
What you do not want to do is to 'capture' it in Avid. You want to copy the MXF files to C:\Avid MediaFiles\MXF\# and use the media tool to mount them.
Bob