I prefer mailto links, since I keep a copy of the mail I send to you. Using my mail program also means I can CC and sign the mail. Plus, I'm not restricted to a 30x5 character sized text area to type my letter in. And I've got your email address in case I need to ask you more. All plusses for mailto:.
What's probably a problem is that many people use web mail clients, and the browsers do not have a standard way to assign mailto: handlers to websites.
