There's very few cons about running synthetic, especially if you love your car and want it to last several years with a good peace of mind. Synthetic flows better across all temperature ranges, stands up to the grueling demands of extreme heat and cold, and doesn't break down as rapidly.
If you only plan to keep cars until the warranty expires, run the cheapest bargain conventional you can find and don't even worry about it is the way I see it!
Like others have stated, there's plenty of good blends out there if you want a little of both or have an older engine where you might have a leak or two to worry about. Valvoline Maxlife and Pennzoil Gold come to mind, both can be had reasonably and go on sale fairly often, 'least around here.
I choose to run synthetic because living in Montana, my trucks are subjected to anything from -30 degree winter starts, all the way into the brutal high 90's (and sometimes on occasion, over 100) summer temps pulling trailers, hauling heavy loads, or sitting in slow traffic with the A/C blasting. I feel much better knowing I have quality oil in the crankcase that will get to those critical areas on time and not wait, while maintaining a sturdy molecular structure in during engine temperatures. Whether or not this makes a big difference is hard to say, but for me, it's a small price to pay for a big peace of mind!
At the end of the day, it's all up to you. We're all just a bunch of random guys offering our 2 cents to you here, good luck with whatever you choose to go with!