People who sell SWG's are pros, and people who sell UV's are cons.
UV only destroys what's in the chamber, leaving no residual in the water. That means anything that accumulates in the pool and doesn't pass through the filtration system will not be affected, and anything that DOES get filtered only gets treated once per turnover. It also means that it does nothing to prevent P2P transmission of disease in the pool.
SWG's are a way of producing chlorine, which when used properly builds up a residual in the water and does it's killing all over the place, not just in a tube near your filter. Cons of SWG's vs. regular chlorine use are the initial upfront investment, replacement cost of the cell, upward pH drift, and in cases where there's not a lot of rain (indoors or dry climates) splashed out water evaporates and leaves salt behind which can corrode unsealed stone. You'll also see oxidation on non-bonded equipment like lights and ladder rails, but IMO that's a problem with the bonding, not the SWG.
You can completely sanitize your pool with a SWG. A UV system is supplemental at best.