Probably a personal choice issue. I use the downloaded tokens mounted on card stock and then protected by clear packing tape. For me it is a matter of storage space, tokens take a lot less. Also large battles can be quickly set up, executed and taken down with tokens.
If you visit scrapyard armory you can also find new mounted tokens. For the older printed tokens the tape also allows you to record information by using an erasable marker (thank you Scrapyard for that tip!!) Our group executes battle in ISaW using mainly Scaled BF and ACS but occasionally a favoured unit might have a battle, or part thereof, using the new BF rules in SO.
If you want to be even more artistic you can take the download file to print shop and they could adjust the token size to fit terrain maps from other tactical games with smaller hexes than used on standard BT maps.
Cheers.