Easy answer. Cutting out the windows is much more difficult. Especially if you are picky about how they look.
You can scrape the windows to look almost perfect to the naked eye. There is really no difficulty in working with the all clear version as far as assembly goes that is different than the regular styrene kit.
I chose to use CA glue rather than styrene glue because styrene glue is notorious for coming apart on clear parts when it ages.