I'm happy with it the way it is.
But I'd like hexes better. Never mind about the diagonal movement being more accurate; that's not why (who really cares about that?)
I have three main reasons. The first is aesthetic. With nice graphics, things blend better, the terrain is more sort of rounded and less, well, square. Individual tiles don't look quite as discrete in a hex grid (when the grid's off). Coastlines, especially, could look much nicer.
The second is chokepoints. With a hex map, there's going to be more chokepoints - no diagonal sliding by a single tile.
Finally, there's the Big Fat Cross. It's a pain in the butt!! I know some people like nothing better than counting squares all day to determine the perfect layout for their civ. It's not my cup of tea. With a hex system, you'd have a two-tile radius in all directions, period. Much easier. And looking more like a proper radius, sort of spherical, not like a cross.