Just to pile onto the other replies...
I'm wondering how much of an advantage that truly is, particularly if you have to rely on batteries to operate the controller instead of just using 12v power from the bike.
My policy is that if the bike is running, the accessories must be, too. In this case, I looked at how everything would work out in practice and decided to make an exception.
The type of processors they'd put in the remote unit are designed to draw almost no current when they're asleep, which is all but a tiny fraction of the time. When you first turn it on or move one of the knobs to change the temperature, it wakes up long enough to turn on the radio, squirt a few bytes to the receiver, wait for confirmation, blink the LED a few times and go back to sleep. Unless you're constantly fiddling with it, a set of batteries is going to last a very long time. Everything else is powered by the bike. If you're going on a trip, either throw in a set of fresh batteries or, if you really want long life, lithium batteries will run a few extra dollars. Even if they run down, they're available at any gas station and take a minute to change, or you can tuck a spare set away someplace since they don't occupy a lot of space.
Other pros:
Compared to the built-in type, I can have the knobs within easy reach of my left hand without alterations to the bike. Mine's stuck onto the bottom of my satellite radio with Velcro. They can also be relocated easily if I don't like the ergonomics.
Anything heat-related can be removed during the warm season, meaning a bit less weight, less exposure to the rigors of being out on a bike and possibly a longer life.
Less wiring hanging around you and your gear. The lines for my jacket and gloves get split out inside the jacket, leaving a single wire that exits my left pocket and runs about 18 inches to a Powerlet by the shock adjuster knob.
The entire setup can be moved to other bikes.
Fewer potential points of failure.
If you use the permanently-wired type, your power sockets can just supply 12V and aren't dedicated to the heated gear by virtue of being wired to the controller. That means you can use the same one to connect your tire pump and battery tender (if unswitched).
Cons:
The receiving end adds a lump in your jacket that's a bit bigger than a Fig Newton. (Warm 'n' Safe builds a small pocket into its jackets for it that keeps it out of the way and in place.)
If you're riding in extremely cold weather (below 0?F) for long periods, the batteries may not perform as well. This is probably not a huge factor since it's a low-current application and can be mitigated by using lithium cells. If you have the constitution to be riding in weather that cold even with heated gear, please write c/o Blrfl's Cycle Center for a free set of lithium batteries for your Heat-Troller and my undying respect. :bow1:
Wireless is more expensive. This is somewhat offset by the fact that if one of the units in the pair fails, you only have to replace that part and not the whole thing.
--Mark