I use full amp models with my HD500 connected via L6-link to DT25. The reason is though that I have an issue with the drive in my DT25, it seems it doesn't give the amount of gain you expect when I crank it up (see http://line6.com/support/topic/8489-dt25-drive-issue/).
When I use the full amp models I get the amount of gain I expect. However, now and then my DT25 is working properly and in my opinion the pre-amp models sounds better when DT25 is in normal mode than the full amp models. I think the full amp models sounds more brittle or harsh than the pre amp models. More digital, whatever that means... The pre amp models feel more natural to me.
Anyway, I have managed to tweak some full amp patches to sound OK, even though my tones not often are really high gain, more clean or crunchy. The key is EQ. I use the full amp models for now when we are gigging, until I get my DT25 to work OK, and I have not had any issues with it. Actually, people often gives positive feedback on my tones. I don't think anyone listening at a venue can tell the difference if I use pre amp models or full amp models.
As always, it all comes down to what you think sounds OK or not, no matter how you get your tone!