I prefer land and sea integrated games, or just sea games of DW. But a pure land game can make use of some of the more absurdly large models, and cool stuff like all the Robots (not all of which work well at sea). In fact, my next major planned DW purchase will center on the Templar Order robots box set, and I plan to work out Infantry rules (finally!)
Also, we can only do Martian scenarios using the land game, and gotta keep those going!