Threaded chucks have pros and cons, just like press-on chucks. Generally I prefer threaded chucks on mini pumps because they're more compact and put less stress on latex tubes.

I have had a valve core come loose on me once, causing a slow leak that baffled me until I figured out the problem. So now I'm in the habit of checking valve cores often. And I usually carry a valve core wrench, replacement valve core and extension hollow tube (although I have only one set of high profile aero rims and don't really need the valve extensions).

The only problem I've had with latex tubes over the past several years is the valve is attached to a latex patch that is glued to the main body of the tube. The force of press-on chuck in a partially inflated latex tube tends to cause the valve to separate from the tube over time. That's always been the failure point for my Vittoria (and Vittoria-made SIlca) latex tubes. A threaded chuck puts less pressure on that spot with a partially inflated tube.

My floor pump (Nashbar Earl Grey, good and cheap when it was available) has a press-on/clamp-on chuck. When I need to inflate an under-inflated latex tube I'll deflate the tube completely to reduce some of that pressure on the vulnerable glued patch holding the valve in place.

And I need to partially disassemble the floor pump chuck once in awhile to clean it out, otherwise it won't clamp securely on valves. Especially the Vittoria and Silca latex tubes with valves that have smooth aluminum tubes, no threads or knurling to give the clamp-on chuck something to grab securely. The slightest bit of oil, even from my hands, or water can cause the clamp-on chuck to pop loose during inflating, or to leak almost as fast as I can pump. Usually a quick wipe of the valve and chuck cleans it up well enough, but occasionally I need to unscrew the collar that holds the rubber O-rings in place, and clean the O-rings with isopropyl alcohol.