The sticky on label method is a pain in the bum, and, obviously, they can come loose no matter how good you are at fitting them. The havoc that can cause with a regular caddy-type, dvd player is obvious but those who have slot-type players (the ones that don't have a caddy for the disk) are more at risk of damage due to the nature of the mechanism used (the labels can be pulled loose easily in them things).
I guess it all depends on the type of label needed. I would personally go down the "printable disk" route as you have far more options over Lightscribe and it's a far better finish compared to sticky labels. But that's just me