Including images with mail() or pear mail

I have a little app that sends email, All images I link back to the site Example: <img src="http://www.site.com/images/pic1.gif"> I know that with the normal mail() and pear mail function you can attach the image with the email. My question is what is better. Linking the image back to the site is very easy, but is there any disadvantage to this option, that attaching the image to the email would fix. In short I am looking for the pros and cons to both methods. Thanks, Mark.