Tea leaves make the the best cuppa, but very messy and not as time saving as bags.
A bit (but nothing really) like the comparison between coal fires and gas ones. Gas fires are very low maintainance and easy to use against their messy, laborious and coal burning cousins, but they are no contest against the sheer beauty, romance and toast making abilities of a coal fire.
In summary: If you're in a hurry or just plain lazy - bags.
If you really like your tea and have the time - leaves.
In my experience - if you really like your tea and someone else does your washing-up if you leave the leaves-laden teapot hopefully by the sink - leaves.