Mastering the awl is a little harder than using a pricking iron (or chisel...)
It depends from the project...
I personally use the awl in between some hard passages, where the iron would not a good choice.
Stitching with the awl it takes longer than piercing the leather with an iron (and proceeding with the stitching without worring about almost anything) At least at the beginning, and it is a bit hard to keep a perfect stitching line.
in terms of pure cosmetic, there is nothing beautiful than stitches made with a pricking iron (by Dixon) and the awl.
everything IMHO, of course.