I want the EXIF data to be there, because it's easier sometimes for me at least to check the settings myself without having to ask. And with the Firefox plug-ins you can cut and paste as well.
My gallery software will show the basic EXIF fields, but for some reason either the 30D or ACDSee was doing something odd to the shutter speeds. With A2 and the new watermarking software, my EXIF isn't being stripped like it was during my former one for the Mac. Which makes me happy.
PS's save to web strips the EXIF if I remember correctly. I know PSE does.