Integrated and threadless, for most purposes are about the the same. They both use a set of bearings that are properly tensioned by a cap at the top of the stem. Threaded headsets are the big diference. They use a threaded fork steerer and threaded race and lock nut to adjust the bearing tension.

For the the integrated/threadless arguement. Tough call. The true integrated has fewer parts, but if you should let it get loose you can mess up your head tube. Most integrated have a cup and realy work just like a conventional threadless but the cup sits inside the tube rather than on top.

Seriously. Buy the frame you like best and don't worry about it to much. I have bikes with all three and they all work fine.