Carrying a Starwood Gold card is like carrying a baseball glove when watching a baseball game. It is nice to have, but you usually don't catch a foul ball (or room upgrade).
With Hilton Gold, I received a moderate upgrade most of the time, with a breakfast and botles of water at check-in. Plus, Hiltons are in almost every city (try finding a Starwood in Auburn, AL).
I have never had a problem with a late check-out with either programs.
That said, I am a Starwood guy, and am planning to make Platinum this year. My company's expense allowances work nicely for choosing the nicer Starwood hotels, and I do enjoy the Ws.