Ok, after multiple threads on this topic, I decided to post a full review of all 3 interchangeable sets. Here Ya go.
1.) More Needles
2.) Smaller Case (you can store crochet hooks, etc in.)
3.) Metal Needles, many of us prefer those
4.) Zippered Case keeps everything inside
1.) Stiff Cables
2.) Needles may come unscrewed while knitting
3.) Needles may discolour
4.) Small bump at the cable join (not inviting for lacework or thin yarn)
5.) Threaded join may snap off inside the needle
1.) More cable lenghts to choose from
2.) Very flexible cables
3.) Stitches stay on the needle easily
4.) Thick cables are perfect for large pieces that weigh a lot
5.) Joins have almost no tendancy to come undone
6.) Are Great with slippery yarns.
7.) Can join cables to make almost any length
1.) Needles may be scratchy, with snaggy parts
2.) Needles are not color coded (not in normal sets anyway)
3.) Harder to knit with 'grabby' fibers
KnitPicks Options (no photo, sorry)
1.) Nickel Plate, making for extremely fast knitting
2.) Very affordable
3.) Nice, sharp tips (perfect for lace)
4.) Perfect cables for large objects and magic-loop
5.) So many choices you can get as many or as few as you want.
6.) Extremely flexible cables
7.) Great Little Case
8.) Imperceptible Straight Joins
1.) Sharp tips may snag with loose, bulky yarn
2.) Sharp tip may hurt your fingers if you push the needle too hard
3.) No size marking on needles, and not color coded.
4.) Nickel Plate may not be good with a slick yarn.
5.) Can't join cables to make longer lengths (as mentioned by F.K.)