Hi,
I think this topic greatly depends on how you define things. I personally think that there is no methode that is absolutely superior. I have built guitars with set in and thru neck so far. Bolt on is not really my taste from an aesthetic and ergonomic point of view. I like the little more sustain that you sometimes get with a good thru neck. Set neck might have some more than bolt on, but I think that is very subjectiv and a matter of taste. Especially between the latter two it's mostly a decision about what kind of sound you want to have. I'm under the impression that many bolt ons (e.g. Strat) have a little snappier sound, with louder attack and lower sustain. The effect is not so prominent if you consider other factors like choice of wood, body construction hardware and don't forget the electronics department and good setup with the right strings.
I've seen a few guitar companies make quite interesting approaches to neck construction, even though I don't consider that all of them make sense. Framus in Germany bolted some necks on not just from underneath but also from inside the neck pickup cavity. Various bass manufacturers use multible bolt designs with sometimes more than 10 bolts dispersed on a greater surface.
I think one should choose the type of neck from different points of view. First: Is it playable enough? Or does the neck joint and neck shape disturb me in a way while playing, visually or physically?
Second: Does the neck joint match the guitar it's built on? Does it make sense conceptionally? Or can it make sense acoustically?
Third: (if you want to build guitars) What do your sources, materials and abilities permit you to make out of it? Will it be stable enough (always important!)?
Hope that wasn't to complex and was of some help.