I personally prefer carboys myself. There are a lot of horror stories on here about how dangerous glass carboys are though, so if you do get them, make sure you know the dangers before using them. Some people have been seriously injured.
Than said, I still prefer them. I use an ice bath to cool my wort to pitching temps (well, I start with an immersion chiller, but in the summer my ground water gets up to 75F, so it's hard to get it below 80-85...) I get it as low as I can, then transfer to my carboy/bucket (depending on what's free), and stick it in a water bath with some ice to help it drop to my pitching temp, and with glass being a better conductor, it goes faster to get it down to temp, and I find it easier to keep control of the temperatures during fermentation as well... at least, that's my experience.
On top of that, I can see what is going on inside the carboy, which is fun too

. If you really want to see what's going on inside, and have the safety of plastic, they do make plastic carboys, which are clear as well. For a lot of people, these are the best of both worlds.
With the clear ones, you need to make sure to keep any sunlight off them (wrap them in a towel or blanket), as sunlight will skunk your beer.
And again, while I prefer my carboy for most purposes, I do use buckets as well and they work fine, and if I'm going to dry-hop, I'll use my buckets as it's a lot easier to do. You can't really make a "wrong" decision here...