Knitting in the round or with a seam?

While working on the MaryJayne pattern, see Dolls tab for information on purchasing the MaryJayne pattern, I tried to knit the arms and legs of the doll both flat and in the round. When I first started knitting anything knit in the round scared me...and as my previous blog post discusses, knitting with double pointed needles simply takes practice.  As I tried both, however, I found the seam up the side or back of the arms just didn't look right.  On the legs I preferred not to have the seam (this may be due in part to my poor seaming skills, too), but the seam up the back didn't bother me too much.  Therefore, the MaryJayne pattern requires that the arms be knit in the round and the legs can be done either way.  My final determination simply came down to whether or not the seam bothered me.  I would love to know your thoughts on knitting the round versus seaming.