Depends on what you want to achieve.
Threadless is handy if you are not sure what stem length you want. Because they are so easy and cheap to change. But if you have the right length there isn't much benefit.
The stem you have is a bit ugly in my opinion but so are threadless adapters.
I went full carbon fork and bars with a threadless stem.
It's not as pretty as a quill but it works very well.