threadless is more common on newer bikes... some say it can be a disadvantage (example, I bought my road bike used & wouldnt mind having my bars a little higher but i'm maxed) and some say it can be an advantage (stems are readily available at different lengths and angles.)

I wouldnt buy a bike just because it has one or the other. if you really want threadless but the bike you find has quill, go buy a fork and put it on the bike. Or just get the adapter like I have and then pick your stems from there... I dont know much about going from threadless to quill but I also havent really heard of anybody wanting to.