Spigots are usually heavy and probably not good for clinchers. They can fall out, but I've heard others like Al say it doesn't necessarily happen. I can say that I've had my stems come out.
What I absolutely love about my spigots is the ability to remove the stem while hot. When I am in the middle of a smoke (esp now in winter where condensation build up occurs due to the cold), I can pull off the stem, blow out excess moisture and be back in business without having to carry a pipe cleaner.
I can also pull it off right after a smoke and run a pipe cleaner through without having to wait for it to cool down.