Boxes of soft bags - both have their advantages and disadvantages
Boxes:
+ safer, can be locked
+ in case of an accident they can take a punch without your bike suffering
+ in case of a crash they might, as Happy Hacker noted, save a space for your legs
+ it's easier to put stickers on'em (trust me, that's more important than you might think right now)
+ the good ones are water proof
- in case of a crash they can cause major injuries (see Ted Kennedy, I think that was his name, or was it Simon?)
- they are quite heavy
- unfortunately quite expensive
Bags:
+ lightweight and cheap
+ just like a box can both save and hurt you, a soft bag might prevent a broken leg
- they can be easily stolen
- they're usually smaller than aluminium panniers (or any other kind of box)
- I have never stumbled upon anyone with soft bags who has not complained about the lack of impermeability
- in case of an accident or crash they can cause your bike to fall on top of you, and you don't want that...
You see, both have their pros and cons - when all is said and done it's your decision. Personally, I would never ever want to go back to soft bags and am right now looking for a nice set of aluminium panniers (currently equipped with Krauser K1). I have travelled extensively with a set of Held soft bags and consider boxes way more convenient in almost every single way (except for the weight part)
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"Life is not a journey to the grave with the intention of arriving safely in one pretty and well preserved piece, but to skid across the line broadside, thoroughly used up, worn out, leaking oil, shouting GERONIMO!"
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