The choice of one technique over another demonstrates your preferences and personality as well as impacting the aesthetics and functionality of the item. The same object (a stained glass window, a lamp) can be made in different ways based on your taste, what you want to achieve and where it will be placed or used.
The choice of glass, which method you use to join the pieces and how you decorate the item are all a function of the result you are aiming for and therefore need to be carefully planned and discussed.