With cochins you have to worry about their feet feathers and having them not go broody. They need to be kept inside and on shavings 24/7 pretty much. And if you have a hen decide to go broody right before a show bam there goes all her belly feathers. There's also usually a lot more competition for them, you're looking at having to spend over $100 for a pair if you want one you have a good chance of doing well with. Plus shipping.
Bantam rocks are AMAZING. They are my favorite breed (and I've bred and shown both bantam cochins and bantam rocks). They're easy, hearty, and don't really need anything special. Mine keep themselves clean. I literally just give the ma wipe down with a damp rag and then scrub their feet with a tooth brush before a show, put some vasaline on their combs and bam, perfection. They're spunky and fun and full of personality. They also lay a lot of eggs and don't go broody on them!