This topic might be appropriate for the Technical -> Equipment forum, but I'll leave it here for now.
Historically, pirate radio operations on HF were almost always on AM up until the early to mid-1990's. This can probably be attributed to the large amount of very cheap, used tube-type equipment that was easy to find at hamfests. As time went on, SSB began to become quite popular as the availability and ease of keeping old AM gear on the air became a problem. But AM was always a little easier on the ear.
Now we are kind back in a transition period where it's fairly easy to get on the air with a good sounding AM signal due to the availability of "SDR" transceivers. Flex and ANAN transceivers sound really good on AM. And there are other AM options, like individuals who build/sell custom transmitters for AM. You can find them here if you look.
The mode you choose to broadcast in, then, is a factor of personal preference, technical capability, and finances. I think most pirate HF listeners are versatile enough to treat both modes equivalently. Me, I like a good sounding AM signal, but I'll listen to any pirate regardless of mode. In recent times there have been some pirates who can do sideband REALLY well - Mix comes to mind.
If you are looking to broadcast, I'd go with "run what you brung" and then backfill/improvise/tweak as you get feedback from listeners and figure out what you are comfortable with.