This is one of those "can of worms" type topics, like 2WD Vs. 4x4 and so on, people will never agree.
I've read many of these threads over the last couple of years and the general accepted consensus is that combination of the two is the most logical approach, a cone, surrounded by a shield from the back.
However, personally i don't really care enough about it to actually go and do this mod as i have more important things to attend to on the car before i get to this stage.
BUT you have to look at the circumstances in which you use the car, i.e. I would imagine that any disadvantage of having no sheilded cone would only happen when the car is stationary, and would be greatly amplified when on a RR, when the car is moving then it's a non issue, so if you can live with that then it's a no brainer, but if your anal about that sort of thing, then fair enough.