I have access to 2 threaded setups and 2 threadless setups... I have to say I greatly prefer threadless as it is soo easy to swap out and fit the right setup in minutes versus threadless quill stems needing to feed the bars through. Though for looks I think threaded setups are great for that classic look and threadless is great for anything performance/street/mountain/urban...basically anything that isn't classic.
But that is just my opinion