Here's how I break it down in my own situation:
If its a mobile gig - lots of diverse genres / lots of requests - I use the DDJ-SX (I always carry back gear too, of course)
If its a club / bar gig - generally you can pre-plan your sets - I use the CDJs + DJM and rekordbox.
Which setup do I prefer? The CDJ + DJM a hundred times over. I like the feel and functionality, the greater creative 'feel', the ability to leave the laptop out of the setup and the fact that I'm not over reliant on any one piece of equipment. It is, of course, heavier to haul around this setup than a DDJ-SX and there are also many that would use this setup for mobile gigs - I'm just showing you my preference.
Ultimately, I would encourage you to demo the gear if you can before you buy at your local retailers or at an upcoming tradeshow that may be near you.