External protein skimmers are more efficient. In sump skimmers will keep pulling in the same water that you have already skimmed, whereas external skimmers dump the skimmed water and pull in unskimmed water. And, has already been mentioned, no added heat to the system which is a major plus. But of course the major downside is plumbing issues resulting in the dumping of water all over the floor and running all the pumps dry in the sump.