I don't think there is any inherent difference it performance. The difference is that if one driver is blown, you can replace it separately rather than having to replace the entire thing. And some drivers allow you to replace only the drive transistors, which can cost as little as a few dollars. Ahem... for example, the Linistepper driver kit I sell can be repaired for $6 if you fry a drive transistor.
PIC Linear Stepper Motor Controller