Depending on what you're changing from and to, the advantages may include:
-more sustain due to more solid construction and better transmission of energy to the body
-longer lasting hardware, as some cheaper trems are made of softer alloys. The plating comes off and the screws get stripped over time.
-more comfort for the player due to the design of the bridge
-more range of adjustment for better intonation and lower action

EDIT: in some cases, it can have an affect on the sound as well. Some tremolos feature larger blocks for (allegedly) better tone.
Last edited by sashki at Mar 18, 2012,