They're sooo much easier to stain with.  I discovered them while I was building Susan's Halloween present.  I went to Michael's on my lunch hour yesterday to pick up a few more to use for the dollhouse furniture.

I built the dining room table, then stained the unfinished furniture.  I'm going to have to paint the chairs, to cover the tab and slot construction, but I thought they'd be easier to paint with a base coat of red stain...besides which, I was having fun with the markers.

You can't tell in the picture, but the dining room table (the round one) is too tall to fit the chairs...it's almost 1/8" taller than the rectangular table.  I think I know how to fix it though.