It's not as though one has a choice. It's a fork/headset/stem system and unless you're having the bike built for you or are willing to change the fork, it is not a choice. I generally prefer the aesthetics of quill stems too despite the fact that they are functionally inferior. Both quill and threadless stems are available with or without removable face plates; this is not reliant on the fork/headset system. If you think the greatest advantage of a threadless system is the removable face plate on a stem you're missing the point.