I have both. I bought what was cheaper at the time I was buying. I don't think there is any significant advantage to either ball or pin lock kegs.
I like the ball lock kegs because they are thinner and I could, theoretically, fit more in my keezer. I like the pin locks because there is simply no way of confusing the gas and liquid posts when hooking things up. I use MFLs and simply have enough disconnects on hand for each kind of keg.
My biggest problem was that the pin locks did not have the pull-pin pressure relief valve, as Marsdude mentioned. I have had more than one beer shower when I was trying to release the pressure from a pin lock and wasn't paying enough attention to which post I was pressing on.
I solved that problem by ordering replacement lids from Keg Connections that fit the pin lock kegs and had the pressure relief valves.
If I were doing it again, I would likely still go for the MFLs but I would stick to just one kind of keg. The consistency is what matters, not the kind of keg.