The responses of steel buildings with perimeter moment resisting frames (PMRF) with medium size columns (W14) are estimated and compared with those of buildings with deep columns (W27), which are selected according to two criteria: equivalent resistance and equivalent weight. It is shown that buildings with W27 columns have no problems of lateral torsional, local or shear buckling in panel zone. Whether the response is larger for W14 or W27 columns, depends on the level of deformation, the response parameter and the structural modeling under consideration. Modeling buildings as two-dimensional structures result in an overestimation of the response. For multiple response parameters, the W14 columns produce larger responses for elastic behavior. The axial load on columns may be significantly larger for the buildings with W14 columns. The interstory displacements are always larger for W14 columns, particularly for equivalent weight and plane models, implying that using deep columns helps to reduce interstory displacements. This is particularly important for tall buildings where the design is usually controlled by the drift limit state. The interstory shears in interior gravity frames (GF) are significantly reduced when deep columns are used. This helps to counteract the no conservative effect that results in design practice, when lateral seismic loads are not considered in GF of steel buildings with PMRF. Thus, the behavior of steel buildings with deep columns, in general, may be superior to that of buildings with medium columns, using less weight and representing, therefore, a lower cost.