@Tobias: You are right! Direct Play is based on UDP not TCP this was wrong in the text (changed!).
Sorry I didn't had the time to do such tests. But I guess that the difference won't be that much.
Although you can make tests if you want. Use the demo version and test as much as you like

The real advantage is, that it's easier to use than the built in system. You have much more functions that will help you to get faster results! And of course the tutorials and example scripts.

@cerberi_croman: Good to hear that you like it! I've added you to my ICQ list