Advantage of the guide rod style is that its cleaner and doesn't add to the external bulk of the gun. The disadvantage is that it can, because it is close to the muzzle, become sooted up and that defeats the laser. So long as you wipe it down (with whatever material recommended by the mfg) you should be fine.
The advantage of the Crimson Grip is that it won't become sooted up. However, it adds to the grip but not substantially so. If you wear thick gloves because of winter conditions, make sure the glove doesn't interfere with the laser.
I have both systems, but not on the same gun. My Sig P220 has an internal system and I've a revolver that has Crimson Grip.