Good Explanation
On that website I pointed to there is a pretty good explanation of the advantages to running the CLC as a service. I was never able to get SETIDriver running as a service, but I didn't really need SETIDriver for anything anyway so I didn't consider that a major drawback. As I mentioned in my earlier post that particular service installation routine provided it's own browser-based client monitor.
If you want it in a nutshell, running as a service means if the machine is on the client is running. There are no tray icons or stuff like that for people to be playing with. You can still control the client through the TaskManager window, so if you want to shut the client down you do it through there.
SkyHook