I chose started pullets for the following reasons.
No brooding indoors, straight to coop. (No brooder at all!)
Proven health/survivors.
Easier to sex, or often sold sexed.
Usually purchased locally so no stress from shipping, already exposed to the local environment.
The biggest downside is that they may or may not have been handled much as chicks. This may or may not be important to you. My chickens are relatively calm and friendly, but they are not lap chickens, nor will they ever be, but I don't want them to be, so it doesn't matter.
Oh, and you can see a bit of their personality, this is a huge pro if you are adding to an existing flock (also shorter time to wait for them to be big enough to add in with older birds and shorter time to POL.