Which is preferred: Nullable<T>.HasValue or Nullable<T> != null?

The compiler replaces null comparisons with a call to HasValue, so there is no real difference. Just do whichever is more readable/makes more sense to you and your colleagues.

I prefer (a != null) so that the syntax matches reference types.

I did some research on this by using different methods to assign values to a nullable int. Here is what happened when I did various things. Should clarify what's going on. Keep in mind: Nullable<something> or the shorthand something? is a struct for which the compiler seems to be doing a lot of work to let us use with null as if it were a class.
As you'll see below, SomeNullable == null and SomeNullable.HasValue will always return an expected true or false. Although not demonstrated below, SomeNullable == 3 is valid too (assuming SomeNullable is an int?).
While SomeNullable.Value gets us a runtime error if we assigned null to SomeNullable. This is in fact the only case where nullables could cause us a problem, thanks to a combination of overloaded operators, overloaded object.Equals(obj) method, and compiler optimization and monkey business.

Here is a description of some code I ran, and what output it produced in labels:

int? val = null;
lbl_Val.Text = val.ToString(); //Produced an empty string.
lbl_ValVal.Text = val.Value.ToString(); //Produced a runtime error. ("Nullable object must have a value.")
lbl_ValEqNull.Text = (val == null).ToString(); //Produced "True" (without the quotes)
lbl_ValNEqNull.Text = (val != null).ToString(); //Produced "False"
lbl_ValHasVal.Text = val.HasValue.ToString(); //Produced "False"
lbl_NValHasVal.Text = (!(val.HasValue)).ToString(); //Produced "True"
lbl_ValValEqNull.Text = (val.Value == null).ToString(); //Produced a runtime error. ("Nullable object must have a value.")
lbl_ValValNEqNull.Text = (val.Value != null).ToString(); //Produced a runtime error. ("Nullable object must have a value.")

Ok, lets try the next initialization method:

int? val = new int?();
lbl_Val.Text = val.ToString(); //Produced an empty string.
lbl_ValVal.Text = val.Value.ToString(); //Produced a runtime error. ("Nullable object must have a value.")
lbl_ValEqNull.Text = (val == null).ToString(); //Produced "True" (without the quotes)
lbl_ValNEqNull.Text = (val != null).ToString(); //Produced "False"
lbl_ValHasVal.Text = val.HasValue.ToString(); //Produced "False"
lbl_NValHasVal.Text = (!(val.HasValue)).ToString(); //Produced "True"
lbl_ValValEqNull.Text = (val.Value == null).ToString(); //Produced a runtime error. ("Nullable object must have a value.")
lbl_ValValNEqNull.Text = (val.Value != null).ToString(); //Produced a runtime error. ("Nullable object must have a value.")

All the same as before. Keep in mind that initializing with int? val = new int?(null);, with null passed to the constructor, would have produced a COMPILE time error, since the nullable object's VALUE is NOT nullable. It is only the wrapper object itself that can equal null.

Likewise, we would get a compile time error from:

int? val = new int?();
val.Value = null;

not to mention that val.Value is a read-only property anyway, meaning we can't even use something like:

val.Value = 3;

but again, polymorphous overloaded implicit conversion operators let us do:

val = 3;

No need to worry about polysomthing whatchamacallits though, so long as it works right? :)