The vaps are better for you as they heat the THC enough to release it, but the leaves don't burn so all the tar, etc, is not inhaled.
I had a little BC vap at first, but you had to sit in front of it until it smoked and then inhale on the spot or the smoke/THC was gone. I found that really inconvenient and missed a lot of smoke as I was running around while it was heating and ended up at the wrong place at the right time.
Then I got the Volcano. The bag is actually a plus in my opinion because you can carry it with you when you have to do things plus if you have company, you can casually pass it around, no rush. The smoke stays in and good for some time, so if you're in the middle of something and can't "just stop and smoke it all at once" you can still have a bag full. The pot goes lots further as you can reburn, although each bag is weaker.
Volcano recommends grinding the pot but I've found if I throw in a tinsy bud, the first burn is strong, then I crush the bud with the end of my cleaning toothbrush so the second is fairly strong too. The third burn is just so I don't waste and isn't worth much. That can also be dependent upon how much you put in, a tinsy bud or up to the fill line, min 1/16 in to max 1/2 in. I also use med grade pot as I'm a light weight. With stronger pot it carries a stronger hit, like you're not sure you should be driving anywhere and you can't, lol.
The high seems to last a bit longer and is more gentle for me, but it doesn't have that immediate rush feel you get smoking, which I still want on occasion. Friends who have tried it love it too.
It's been a great investment for me and my body loves it too as no more crud gums up my lungs. I recommend it highly and if you have a chance to try it out first, you may find you like the bag style after all.