This is not meant to be any kind of 'proof' that one is better than the other but it illustrates my take on artifical lighting. I prefer to fry the crap out of my subjects (ie light them myself rather than shoot with ambient) because it gives ME greater control.
Ambient, but drab overcast lighting.
Strobes.
From http://photocornucopia.com/1028.html
I prefer to make my own 'drama' with lights. However, sometimes ambient is more dramatic, or subtly beautiful, than almost anything you can do with artificial lighting.
JJ