I use a threadless adapter on my road bike. While it is heavier (like I really give a damn) it is a little ugly. But ultimately it is much more convenient than using a normal quill stem if you intend on swapping your stem occasionally. I like to swap my stem for a taller one when I do all day rides with my buddies, and this would be extremely inconvenient with a quill stem.

Depending on how much you want to raise your handle bar height, a high rise threadless stem may work just as well. In that case the threadless stem will have less flex.