Everyone has their own preference for this, but I highly disagree with ScubaRon in that it makes no sense to get a wrist computer without air integration.
A computer on the wrist takes almost zero effort to check(a roll of your eyes toward the wrist), so overall it doesn't really take any more effort than checking a console.
However, this is not where it matters most. Ascents are where the wristmount really shines. You don't need to moniter air that often during ascents, but on the other hand, you need to constantly moniter your depth and ascent rate. To do this with a console, you need to hold it up with your hand, as you also want to look up, not down during the ascent. You need a hand for this, and if you are using one hand for something else, then you need to juggle holding the console with adjusting buoyancy. With a wristmount, you have a free hand, and you don't have this problem. I dived with a console for almost 10 years, and was always fiddling with ways to make it work better. After switching to a wristmount, this problem went away. For night ascents, it is even more of an advantage.
Now if you can afford an air integrated wrist mount, then it would work even better. You can't imagine how liberating it is to have all the information you need with a roll of your eyes. (The compass is also wrist mounted.)
After having used a console for 8 years, then using a wrist mount computer and conventional pressure gauge at end of HP hose for two years, and then finally using an AI wristmount computer for 1 year, I would sum up the advantages/disadvantages as follows.
Advantages of a console:
1. Everything is in one piece. No chance you will leave it home unless you have a quick disconnect, in which case it's the same as wristmount.
2. You don't have to put the computer on seperately when gearing up.
Disadvantages of a console:
1. In most cases, you need to grab it and hold it up to see it.
2. You need a hand to do it.
3. It is relatively heavy, so it dangles and feels awkward.
4. If you put the compass on it, the hose needs to be pretty long, so you get a loopy hose coming around.
Advantages of wristmount:
1. You can look at it with a roll of your eyes and a flick of your wrist.
2. Your hands are free
3. It's really lightweight, and unnoticable. (unless you are putting your arm in a lobster hole) The pressure gauge by itself is really light, so it will be unnoticable, too, if put on a shorter hose.
Disadvantages of wristmount:
1. You need to remember to bring it.
2. You need to put it on before a dive, and take it off after.
As you can see, for the ups/downs that I experienced, consoles make the job before/after dives slightly easier, wristmounts make it much easier during dives.
My personal order of preference would be, AI integrated wristmount, wristmount and conventional pressure gauge, and the console dead last. I will never go back to using a bulky console, even if my wristmount dies and someone gives me a new console computer for free.