I ferment in my Sanke hlt. The nice thing is I can just boil a little water with my CF chiller in the hlt and be positive that both are sanitized and ready for action! It's hard to beat steam for sanitizing.
A conical or carboys have always seemed like a big PIA compared to this since you can't boil them, so you have to worry more about getting the nooks and crannies clean & sanitized. And I don't really want to keep 15 gallons of sanitizer around. The hlt is a no brainer, and I've never had an infection.