Having a built-in microwave is without a doubt great for saving space on your kitchen worktops. In most kitchens the microwave oven is the largest appliance which sits on the worktop and they are not usually particularly small. While this may not be such an issue in a large farmhouse kitchen, it can cause a lot more problems in a small inner-city flat where board space may be at a premium. By designing the kitchen for an built-in microwave you eliminate the problem of having to find space around your microwave to cook.
Most countertops are at a level which it is comfortable to work at for doing things such as chopping vegetables. Although easy to do things out in the open at this level it may be quite a lot harder to reach down into a cavity and do things without stooping over. This means that when you are removing hot food from the microwave it is not at a comfortable level from which to do so when the microwave is placed on same countertop. With a built-in microwave it is possible to design the microwave to be at a height which is more comfortable for your own stature. By removing the need to stoop down to work with the microwave it makes it much safer for handling hot items from the microwave.
The only way to combat this problem without a built-in microwave is to mount your stand-alone microwave on brackets on the wall. This in itself may be dangerous, particularly if not done by a professional, as microwaves are very heavy and need strong support if they are to be mounted in this way. Also, it is quite hard to mount a microwave and it not get in the way, as wall space in a kitchen is often already heavily used with cupboards and such like.
Although built-in microwaves are generally more expensive it is also worth bearing in mind that the actual quality of the microwave is also usually higher than for the stand-alone microwaves of a lower price. Overall however, as with any decision, it is up to you to weigh up and decide whether the benefits of having a built-in microwave are worth the additional investment.