When sewing for costuming/cosplay, most of the patterns I tend to turn to have a "flat" style sleeve construction; that is, the front and back pieces of the garment are joined at the shoulder, then the sleeve is attached while both parts are still able to be laid flat, before closing both the sleeve and sides in one long, single seam.
However, the pattern I'm currently working with calls for a "set-in" style of sleeve construction--the side seam of the garment is closed up first, as is the sleeve seam, and then the finished sleeve is inserted into the armscye and eased into place before being sewn.
This raised a question for me of what the difference between the styles actually is; I find it easier to sew a flat sleeve, so is there a reason I should do the more time-consuming set-in sleeve instead? A search of some blogs and forums resulted in mixed responses; some said "there's no difference, do whichever you like," while others espoused the superiority of one or the other technique without any reasoning to back up their assertion.
So my question is simply this: What is the real advantage (or disadvantage) of a set-in sleeve vs a flat sleeve, if any?