I've got a bunch of pin-locks. Only got them because that's what the LHBS recommended.
(all my pin-lock kegs came with PRV (pressure release valves)).
Once I worked out the size differences in o-rings, I haven't had any pin-lock specific issues.
(summary: pin-lock outside o-rings are larger. Ball-lock o-rings will leak gas on pin-lock posts).
Everything on the market seems to be ball-lock, ball-lock, ball-lock though.
Pin locks are shorter and fatter. Ball-locks taller and skinnier.
You can change the posts over (although I've only done 1 keg so far), it's expensive.
If I started again, I would get ball-lock, but only because they're a little more common in terms of spare parts, etc.