General: Fibonacci sequence using a loop versus a recursive function

I recently had a phone interview and one of the technical questions they asked me is how to implement a Fibonacci sequence in code.  I started doing it in a loop but it got complicated so I changed to a recursive function.  Unfortunately, I got stuck with the recursive function and never actually finished it.  So after the phone interview I fired up my Visual Studio 2005 and started coding the Fibonacci sequence using a loop and using a recursive function and see which one is better.  The code below tells me recursive function is the way to go.

static int Fibonacci_Loop(int n) {   if (n == 0) return 0;   if (n == 1) return 1;   int nMinus2 = 0;   int nMinus1 = 1;   int nValue = 1;   for (int i = 2; i <= n; i++)   {     nValue = nMinus1 + nMinus2;     nMinus2 = nMinus1;     nMinus1 = nValue;   }   return nValue; } static int Fibonacci_Recursive(int n) {   if (n == 1) return 1;   if (n == 0) return 0;   return Fibonacci_Recursive(n - 1) + Fibonacci_Recursive(n - 2); }