Bolt-on's are my favorite cause they are usually the only necks that are satinized making the neck really fast. I prefer it more than a set neck or neck through because the gloss seems mix bad with sweat from my hands.
In a way, you really cant tell the tonal difference unless you really knit pick every aspect of your tone. When playing in concert or performing, the yards of cables already butcher the tone dramatically and a neck joint will the un-noticible.
...but I thats just my penny