I think it's six of one, half a dozen of the other. SDCards don't really have pins to bend, and I do worry about how loose mini USB connectors can get after a lot of use - not that I have ever had one fail, and also continual operation of the rubber flap on the camera that covers the usb connector.
Speed is definitely slower from the camera - and also, a small deficiency in the driver also prevents previewing thumbnails in Digikam when connected via the camera (in my situation - linux etc).