Generally, I prefer links to different pages. But if you're
careful with the frames, it can come out very nice looking!
One example of a page with frames that I like is Anime
Chaos's site where the frames are used to put a navigation
bar to the left side. *Very* useful layout!

But watch out for frames because if they're not done well,
they're more of a burden than they're worth.

Many Sharp Smiles,
--Drac and her two cents ^_^