I like threadless for one reason: less tools.

From a home mechanic's perspective, being able to use a simple allen key to adjust the bearing load is far better than having to buy a wrench large enough to do the job.

I also like how you can adjust the centering of the stem without having to worry about the height changing slightly.

Pretty much there are lots of small advantages from threadless. Sure it's not as sexy, but it's definately a good step forward as far as technology goes. Sexiness will come in time, it just takes people getting used to the design changes needed to make it look good.