Those are easier to clean but for some reason dry out much mich quicker and are harder to see whats going on with your wine as far as bubbling. The three pc is also much shorter so if you are vertically limited stay with those.
Glass ones break. One piece I like the best but I have used the multi piece. The single piece (plus cap) rarely if ever dries out over my bulk age time of 10 months. Plus it's easier to detect fermentation or CO2 escaping from the one piece.
I use both. The one piece is cheaper and simpler (less parts to loose or match up). I use the 3 piece for very active ferments and the one piece later on when the frement slows. I find that with the one piece, you can see subtle signs of action in the airlock without waiting a long time for a bubble to pop through.
I also have had on occassion, water back up on the 3 piece and go into the wine. With the 1 piece, the bubble just gurgles backwards.
I used 3 pieces at first, but for reasons already mentioned I now use only 1-piece airlocks. Even when there are no visible bubbles in your wine, with a 1-piece you can tell if anything is still going on fairly easily. Just look at where the bubble is, and several minutes later look again. Also, most times when a fermentation really is complete, the 1-piece will "balance out" the water level on both sides which is a very obvious way to easily tell that fermentation has stopped. There is no method to tell this with a 3-piece. I have not had a 1-piece dry out to the point of air getting in, and I have actually let some sit unwatched for over a year, so that says a lot I think. Since I only do 1-gallon batches, I see no need for a 3-piece, even a ridiculously active primary fermentation does not put out too much gas for the 1-piece to handle.