Avid... it has NATIVE MXF editing capabilities right out of the box. And it is an industry standard... and works on both Macs and PCs. $2500 new, $300 if you are a student.
FCP... No native MXF support without third party plugins, but importing DVCPRO HD P2 into FCP is fairly easy and painless...quick. But if you want, MXF4Mac, Calibrated and Raylight offer native editing support for MXF. $1200 for the full FCS package.
Adobe Premeire...it works with the Native P2 MXF as well...but I know squat about it otherwise.
Avid and FCP... lately FCP more often. But I have used P2 in both platforms. The workflow in Avid is much slicker. BUT, look at the editing software as a whole to see if it fulfills your needs. Does it do all you need it to do?