Setup wizard makes configuration simple
Data collection is automated by using set of SQL Server Agent jobs and SQL Server Integration Services packages
Management is centralized so data collection can be easily configured and results can be viewed in one place
Performance impact is minimal because the data collected can be cached and uploaded to the data warehouse later
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SQL Server 2008 Top New Features : Performance Data Collection (Data Collector)
The Data Collector provides a convenient way to collect, store, and view performance data automatically. It collects disk usage, server activity, and query statistics data, which it loads in a management data warehouse and performance data can be reviewed in SQL Server Management Studio or by using third-party tools.