Sumps give extra water volume for better dilution of waste, allow you to keep all equipment out of the display tank, easier maintenance, hold more media, allow for refugium for other plants/fish/inverts, keep display tank water level consistent, can be used on much larger tanks (as opposed to multiple canisters, since they really only make them about as big as an FX6), and I'm sure I'm missing a few more points.
A sump is definitely more work to set up but will work out much better in the long run, in my opinion.