I had to find out for myself if I was missing out - so (for a few months in 2006) I used AWeber online autoresponder service to run my opt-in subscriber forms and followup mailings.
It was good - no doubt about that - even with a monthly fee of $19.95 US.
But what I ended up missing was the easy-to-use interface and rich features of ListMail Pro. IMHO - there is just no online autoresponder service that can even begin to compare.
ListMail Pro has been my faithful workhorse since 2002 - and now I know for sure that I'm not missing a thing!