Repeating each sample vs. zero insertion is not better or worse, it just requires a possibly more involved filter to interpolate between samples (so in that sense I guess it's worse.)
If one just adds zeros in between samples, the interpolation low pass filter requirement is to be as flat as possible in the pass band, and reject as much as possible in the stop band. This results in optimal interpolation between the samples for a band limited signal.
There are a few well known and readily available filters than can do this. A windowed FIR Sinc filter would certainly do the trick and is sort of optimal, but there are other options like the IIR Butterworth, Chevyshev, and so forth that might do the trick depending on requirements (trade offs in filter size, band rejection, phase distortion, pass band flatness, linear phase vs minimum phase, cut-off steepness ...).
If using a sample and hold (S/H) technique then the interpolation low pass filter needs to be off from flat in the pass band. A flat (in pass band) low pass filter will do a poor job at smoothing the resulting stair case approximation from the S/H operation. Some form of compensation is required from the filter. The S/H technique with no compensation may be more common in certain DAC applications (probably excludes hi-fi audio applications though.)
Edited by ultrabike - 12/15/12 at 3:10pm