This is one of those personal choices - I like the simplicity of a hank on jib. I like knowing that all I have to do is untie the halyard, and the sail will come crashing down to the deck. Well, it was that easy on my Columbia (monohull... eyes down in shame). I'm not sure if a bigger or stiffer sail would come down as easily. I know furlers have gotten more reliable, but I've just heard too many bad stories of sails that won't roll up at the moment you really want to reduce sail area.
My last boat (yet another monohull) had a twin headfoil luff system. It was the worst of both worlds. It has the groove, like the furler, but no convince of the furler. The point there is so you can swap headsails without having to take the current one down first. I'm not a racer, so I only did it a few times for fun. With the hanks, you also don't get as nice of a leading edge on your sail. Again not a racer, but I do like nicely trimmed sails, so for me, this was a plus on the twin headfoil. I suppose on an fully unrolled furler you'd have the same benefit, but as soon as you roll any sail up, there's going to be a hunk of material disturbing that nice flow of wind over your sail.
I still have a few years to decide if I'm going to get a furler for my Romany. I suspect I'll spend the cash elsewhere, but we'll see.
-Jeff