I use film (i.e., non-flatbed) scanners & scan my slides unmounted. Unmounted slides tend to have fewer problems w/film flatness in my scanners (Nikon LS 5000 & Minolta Scan Multi Pro), but the advantage is pretty minimal (it may be a bigger factor when using a professional scanner like an Imacon or drum scanner). My main reason for leaving slides unmounted is that since I shoot mostly negative film, I find it easier to fit unmounted slides into my existing organizational scheme (film cut, sleeved, & stored in binders--mounted slides can also be stored in sleeves but take up more space). You also get a little more image area from unmounted slides.
However, I will never project my slides, @ least traditionally via a slide projector, & that may be an important consideration for you if you do plan on projecting yours.