I've used both, and both, for me, work equally well. In terms of maintenance, I find that threaded forks have the slight edge, everything comes apart easily and can be quickly regreased. Threadless headsets tend to have cartridge bearings and getting the preload right takes a tad longer, but you're talking a minute or so, adjusting a threaded headset with a screw on top race and lockring I find slightly easier.
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