All those cables are a hassle and the electronics are a bit like cheating (edit: for lack of a better word). I want an instrument with the effects built-in, physically, mechanically. Unfortunately, it seems to be sort of a lost artform.
Whether you prefer electronic or acoustic just comes down to personal preference. I still play alcohol powered instruments (double bass, cello), and ride an acoustic bicycle, though my friends badger me about when I'll switch to electric.
What is cheating in music? All I can think of is deception, like lip-syncing.