Others have done testing on this and the consensus seems to be that they are about the same speed. I prefer the gui because it is easy to setup and has been reliable for me, a few little bumps in the road but nothing major. One thing I noticed is you need to disable the screen saver it installs, that does seem to slow things down when it kicks in. Now install it and get folding .
They fold at about the same speed, but there are fewer problems related to the command line client. I use them both but on the main rig I use the GUI client. It stays out of the way and doesn't give me any grief that way, and it runs well on my hardware. It just doesn't run well on all hardware.
If you get 10 machines going you won't be able to hide it for very long.