Having been burglarized twice while I was out of town for work, I'll tell you another reason why to NOT stop the mail...if someone is watching for inactivity at your home, seeing the mailman bypass your house for several days in a row gives them the idea that the house is unoccupied (and burglars love a house where there are no people).
BUT... you don't want the mail to pile up. So if you don't hold the mail, you need to have someone come pick it up every day.
(and to this, I say, have the person who picks it up hang around a little...I just went through this with my mom, who gets my mail when I'm gone...because I feel that if someone is observing the activity in my home, seeing someone get the mail out of the box and just leave is just as indicative of an empty house as having the mailman walk by).
All that said...I mix it up. I'm out of my house about 26 weeks a year for business and pleasure travel combined. Sometimes I stop it and sometimes my mom comes to get it (or other friends), or sometimes a combination of both (mom picks it up for 3 days and I hold 3 days).
The online system is super easy and has been very effective. And no, my worry about who knows I'm gone doesn't include my mailman...in fact, he's the one who called 911 when he found my front door open one day when I was out of town.
If you live where your mail goes to a more central box (like some neighborhoods have multiple boxes all together)...then holding the mail makes the most sense. Mine is delivered to a box attached to my house (a tradition I'm sad is going away with new neighborhoods--though it makes sense from a postal efficiency perspective).