I've always removed the cards from the cameras and used a high-speed good quality card reader, and find it totally strange to connect the camera via USB instead. A comment elsewhere prompted me to rethink this: I've always done it that way, and years ago the cameras were slow (even pathetically slow, using USB 1.1 speed only!) and connection software was clunky and non-standard.
There are some answers here as recent as 2011 that still bring this up. “a good card reader will be so much faster than the camera you'll never ask this question again” and also this question addressed in 2010.
Now, cameras can use faster memory cards, but I expect card readers are available, along with even faster cards, that are even faster than the camera's USB connection will support. So what's the current situation seen by people who do use the camera connection?
Also, the software connection thing has improved, with a standard USB protocol used in cameras (or are they?) and already known to desktop operating systems.
Before, it was noted that running the camera as a reader would drain its battery. Do they charge the battery now, instead?
So how does the comparison weigh in now? What are the pros and cons of attaching the camera via USB vs. taking the card out and using a dedicated card reader?