I got pots with detachable trays - it's a lot easier to remove the trays when the pots are empty, than when they're full. I can always set the pots into the trays (if desired) easily enough, without "locking" them to the trays. I mainly look at the trays as a way to prevent the ground from getting wet when you are watering. But since I grow them outside and water until it flows freely out the drainholes, that's kind of a moot point for me - that would tend to be more of an issue if I was going to bring the plants inside though, and probably a good thing when I overwinter them.
One more thought - I am thinking that if I was in a hotter, drier climate, I might prefer to leave the trays on, specifically to help retain moisture within the pots.