It is ultimately up to personal preference. I was a level fader guy exclusively, until I recently went with two turntables and a Z2. I've been on the crossfader ever since and never looked back.
That said, certain genres can be more inclined to one method over the other. Many trance/tech house/electro DJs will mix with the level faders, as it typically allows for more even blends, and also makes it a bit easier to keep track of which channel is which when mixing with more than 2 decks. On the flip side of that, hip-hop and turntablists will focus a lot of use on the crossfader, as the genre typically includes a lot of scratching, beat juggling, etc. which is generally easier to do with the crossfader.
At the end of the day though, these are guidelines only. You should mix with whatever you feel the most comfortable with, and whatever helps your mixes sound the best.
Also, what do you mean the instant crosses where nothing has changed? Smashing the crossfader from one side to the other, especially when mixing any kind of house music, is more than likely going to sound like sh!t.
Congrats on the S4!
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