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MiKTeX 2.9 comes with both and they apparently do the same thing. I was wondering what the difference between them is (if any) and which one is preferable for large documents.

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Two things that come to my mind:

Latexmk requires Perl while texify is a native command line application.

texify can trigger the automatic-download for missing packages. I’m not sure if latexmk can trigger it too.

And as TeXworks is available within MiKTeX you have another option, although its focus is not the same as for texify or latexmk.

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As for latexmk and auto-download: I think it depends on whether you've enabled it globally or not. If not, latexmk won't do it, if yes, it'll work just like a normal run of *latex. – doncherry Dec 15 '11 at 13:46
How auto-download can be enabled globally? – Per Dec 15 '11 at 13:56
@Per I think the MiKTeX Installer asks for it. Afterwards it is in the general tab of the Settings tool under the Maintenance entry in the start menu. – uli Dec 15 '11 at 14:09
See the miktex configuration. As far as I know the auto-download is tied to the compiler, i.e. latex or pdflatex it does not matter how the compiler it invoked. Thus if miktex is setup to download packages then latexmk's call to latex will also cause a package download, in the same manner as just running latex from the command prompt would tricker the download. – daleif Dec 15 '11 at 14:14

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