Advantages: Only one connection means much less likely to leak. Heavier duty and more durable. Can be cleaned without opening. Easier to clean than a corny using a keg washer. Makes transfers easier when used as a fermenter. Several sizes available at relatively equal prices.
Disadvantages: Can't reach inside to clean making them (slightly) harder to clean manually than a corny. Getting the spear out the first time can be a bit tricky (quick and easy once you get the hang of it). New couplers are more expensive than a set of corny QD's, but luckily used couplers are relatively easy to find. To legally acquire more of them will most likely cost more than corny kegs. Sixtels are slightly larger diameter than corny kegs, so depending on the exact dimensions of your serving fridge/keezer/ferm chamber you might not be able to fit as many kegs.
I have and use both sankeys and cornies, and my personal opinion is that sankeys are a superior system. Plenty around here who disagree, but very few of them have actually used sankeys other than wrestling a spear out to make their keggle.