Foty,
As the others have mentioned the advantages of one over the other, much may also depend on the controller you are using and the type of I/O they provide.
Some I/O offers more protection or greater current driving capabilities, therefore much may depend on what PLC you are using.
It will also depend on your frequency of activation. If you are going to have a high frequency of activation between open and closed states, then you will want to consider a solid state solution. The inductive loads will reduce the life span of a mechanical relay, thus shortening the life for the controller / module.
With the majority of PLCs, you will have to add noise surpression.
Hope this helps.
God Bless,