We've never used a slip at Saba. At BEYC we've stayed both in the marina and on mooring balls, and thoroughly enjoyed them both. The practical advantages of a slip are obvious, as you've outlined them. You also get to plug into shore power, and easily take advantage of showers, etc. on land. On the other hand, relaxing on a ball (or at anchor) while fully surrounded by water is just a wonderful feeling.
By the way, if the east wind is light, Saba is a good spot to catch as much of it as possible and stay cool. If it's howling, going around the corner to the BEYC marina or nearby mooring balls puts you in a much more sheltered spot.