As JohnnyG says, each has a plus point.
Rigid/Hard Case:
+ Rigid/Hard = Best protection
+ can be thrown around by baggage handlers without damaging clubs
- Large size can be a hassle to get into your boot and makes handling harder for you
- A lot heavier than soft bag, could equate to more baggage cost at airport
Soft/Material Case
+ Lighter weight = easier to handle
+ Fits in boot of car pretty much like an ordinary golf bag
+ Good if you travel by car/train a lot
- Only padded, which whilst it will take a decent knock wont be as protective as rigid case
- Easier to break into, a stanley knife will take care of that!
With both, make sure you get wheels on them so you don't break you back carrying. If possible give them a try out to see which you are comfortable with. Some of the new softer bags also incorporate a luggage section so you can replace your suitcase also but these are usually the £100 upwards brigade. With regards price, you will always pay more for the branded gear so be prepared to cough up if you want to arrive and unload you Taylormade clubs from your matching taylormade travel bag!
This is the one i opted for as i have never been abroad yet with my clubs (only started playing this year) but is perfect for the train and car boot when travelling.