I like hexes more in terms of movement realism - it's a lot closer to the freedom of Mage Knight without needing the measuring tape. But hexes only allow 6 figures to base 1 instead of 8 (which also prevents full use of the Green Lantern Team ability).
I do enjoy hexes for many strategic board games, but the only complaint I ever had was zigzagging back and forth when I wanted to move in a straight line. Of course, one game I played got around that by allowing you to move onto a hex edge as well. It worked out pretty well for small cardboard pieces, but would be a pain for figure bases.