JCW kits will have gone through the same level of testing and integration as the rest of the car so will work well under all conditions but tend to cost a lot more than aftermarket tuning kits. Come resale time, a
JCW-kitted car is likely to hold it's value much better than one with aftermarket tuning kits (garages may not take a car as a trade in with aftermarket parts).
Depending on which KCW kit your car has, it may be possible to upgrade it further with
JCW parts as the original
JCW kit was 200BHP, while later ones were 210BHP (the difference is the air box and the fuel injectors).