Well if you bottle, it's one less thing to have to figure out, for now. On the other hand it isn't rocket science. It'll cost you more to start off but you'll be able to relax later, enjoying your kegged beer wondering why people take the time to bottle.
I have yet to keg, but plan to get a few kegs in the spring.
One downside though is if you make a lot of batches, you need a lot of kegs. And bottles are cheap.