Have a Foundry, I use a bag. It allows me to mill the grain much finer in order to get better efficiency and keep any grain from getting through holes in the malt pipe and into the wort. When I lift the malt pipe, with bag in it, after most of the wort drains out, I can also now fold the top of bag over the grain and with gloves on, push down on the grain to get more wort out of the grain. As for detriment...just one more thing to clean...but it's basically dumping the grain and hosing off the bag, so an extra 2-3 minutes.
I ordered a Wilser bag this morning. Just got done replying to an email from him about making a decision on whether I intend to use in the brew kettle itself, or in the malt pipe. I told him I'll use it in the pipe, as I'd otherwise have to figure out a false bottom, which I have 0 interest in doing.
and I just got a shipment label notification...damn that was quick, less than a hour.