I've never liked the looks of the stick-ons because, well.... they look stuck on.
I've had Weathertechs in the past but I found them to be very brittle and tricky to install because if you don't get it just right, they will crack when you roll up the windows. I also found them to fit very tightly and it would take awhile for them to settle in so that they don't affect how the windows roll up--I guess it depends on what vehicle you put them on. I put them on a Sequoia, they cracked and the little pieces fell into the door. Luckily, it wasn't visible from the outside.
For my Yukon XL, I wasn't sure if I wanted to go with the Weathertechs again, but I definitely wanted in-channel. When I saw some in-channel AVS Ventvisors from Lund International, I bought them instead.
They are much easier to install than the Weathertechs because they don't have the bottom leg (which I found would block the side mirror on some vehicles). They use tape on the inside and don't fit as tightly. I think they are great and they were cheaper than the Weathertechs.
I posted more information and pictures of them on my Yukon here:
http://istargazer.blogspot.com/2008/08/gmc-yukon-xl-denali-first-mod-avs.html
The reason why I have them is so that I can open the windows in the rain. It prevents the windows from fogging up without having to turn on the A/C.