Starting with the 2.x branch, Advanced Forum supports the Nodecomment module (branch 2.x of that as well). Using Nodecomment is and will remain optional but using it makes available many more options by making all forum posts, whether they start the topic or reply to it, equal.
Nodecomments are fieldable, comments are not.
This is, of course, only a D6 limitation since comments are fieldable in Drupal 7. But Drupal 6 will be in use for some time so this advantage shouldn't be dismissed. A big use for this is for image handling. Add an image field to your forum topic node type and then add it to your forum reply node type. Consistent interface for your users right out of the box.
Search in forums and within topics.
With Nodecomment, you get two Views based searches. One of them will search all the forums or an individual forum and the other will search within a single forum topic. And the search results will show individual posts, not just the starting topic. That's great when a topic wanders off topic and the node that answers your query is buried in post 242 of a 50 page topic.
List a user's posts.
The "My Posts" view list a user's posts not just nodes that they started or participated in. You can't do that with core comments because you can't mix comments and nodes in the same view.
When a user clicks "reply" they are taken to a new page and their only reference to the topic is the individual post they are responding to. Nodecomment adds a topic review option to be able to see the entire topic while replying.
This isn't written, yet, but the upcoming forum moderation module will require Nodecomment. This will allow you to split off part of a topic and start a new topic with it or merge it into an existing one. It will also let you delete all of a spammer's posts, whether topic starters or replies in one go. These and possibly other moderation tools will rely on all forum posts being equal.
Unfortunately, there are downsides to this power.
- To keep the topics loading fast, Views caching is used. This means anything that alters the nodes on a per user basis will have troubles. A work around for Author Pane is built right into Advanced Forum. Another module with issues, Ignore User will hopefully have a work-around eventually but is currently unusable. I haven't found any others but there very well could be so this is something to watch out for.
- Many other modules expect replies to be comments. This means you will often find a module that sounds very useful only to find it doesn't work with Nodecomment. The Notifications module is a big one that just doesn't work with Nodecomment.
- Nodecomment is still in beta. The 2.x branch, which is what you'll want to use, was re-written by merlinofchaos for Sony but he has since moved on. The module isn't abandoned but development has slowed down.
In the end, I think Nodecomment is the way to go for forums, despite the cons and despite the coming fieldable comments. For other parts of your site, such as blogs, the comment module may make more sense and you can continue to use core comments on other node types. But, for forums, treating all posts in a topic equal makes the most sense.