Is it best to have a tenured professor as an advisor rather than someone who is not tenured? I heard that it is because an untenured professor might leave the school. What do you guys think?

I would go with untenured. I have always selected tenured profs - and I start to think that they can be unenthusiastic.

I think it depends largely upon what your goals are when you graduate. If you are aiming to be a big-time academic at a prestigious school, then you might consider going with the best professors you can who have the most clout in your field. They will have more pull than untenured professors who may leave your department before you even finish your dissertation.