I've sewn on both, but have only owned one drop in bobbin machine. Every industrial machine I've ever worked has had the separate front loading bobbin. Well actually, machines that straight stitch only load the bobbin on the side, like my treadle machine I showed you yesterday and zig zag bobbin case machines load in the front.
Here are some other reasons why I prefer a front loading bobbin.
Then I kept the old bobbin case with the too loose tension exclusively for elastic thread and that thick nylon thread that's good for gathering heavy fabric.
I found a discussion on this topic on Etsy. Click to read the whole thing. Basically what I get out of it is, drop-in bobbin machines are easier to thread, but front loading bobbin case machines are hardier.
Now, of course, if you can get your hands on one of these old chain stitch machines, there are no bobbins at all to worry about!
Read a very complete description about this machine on the Sew A Lot website.
And even better ... here is a short video showing this mechanism in action.