I've used both recently, and prefer threadless.

Quality threaded stems are very limited availability now, limiting choices in length/angle, expensive and relatively heavy.

I agree with Tarwheel in that threaded stems have an appearance advantage on C/V style bikes. I use Thomson Elite stems when I can get them discounted. They are quite good-looking for a threadless stem, and tops in strength/longevity.

For threadless all you have to do is cut the steerer extra long and add spacers above stem, then cut down later once your information/confidence improves.