The primary use of nickel plated brass (apart from the fact that it does not tarnish and thus is more shiny than regular brass) is when you will be carrying brass in leather holsters or will be letting your bullets be exposed to the elements, in which case regular brass can corrode quite a bit, whereas the nickel plated brass seems to hold up rather well.
Another concern with nickel brass is case capicity. This is especially true in small cases such as the 22K Hornet. The nickel does not flow as well as brass in the fire forming process, and the small amount of volume that the nickel plating takes up inside the case really makes a difference in a case this small. Also I have noticed pressure signs with the same exact load in nickel versus brass, I can go almost a half grain more of powder with brass than nickel. I know this doesn't sound like much but I'm only using 12.4 grains of powder and reaching almost 3200fps with a 40gr Balistic Tip bullet and am averaging .70" groups. I think the brass cases hold up longer and preform better.