My biggest concenrs over USB Logic Analysers, particularly the cheaper ones, are that they tend to lack anything more than quite rudimentary triggering facilities, and are often low sampling rate devices.
Whether you use a USB LA or a scope is often a matter of personal preference, but 99% of the time nowadays I do it on the scope. It wasn't always that way, not long ago parallel busses were far more prevalent, and only the most expensive scopes did serial decode. It's pretty rare I find I need to delve into multi megabit decodes and do post mortem analysis, but I accept that it happens, and indeed I do keep a few USB LAs for this purpose, but they sit in a drawer 99% of the time.