There are a lot of things to take into consideration when choosing a type of window for your home. Sash windows have an old-world style that brings an air of tradition and elegance into your home, while casement windows provide an much more open and airy portal into your home. The considerations include such things as security, overall ventilation, and energy efficiency, and each type of window has their own strengths in each of these areas.
When you're thinking about security, there is little as secure as a sash window. Their construction makes it difficult to get in and undo the latch. Straight brute force is typically more difficult, as the individual panes have the crossbars in between, making the ability to access the window a bit more difficult. With casement windows, it's still not easy to get in and unlock the window from the outside, as the latches typically used with these are harder to manipulate with the tools of the burglars trade.
When it comes to energy efficiency, the casement windows tend to have the upper hand. The method by which they open and close tends to include a set of weather-stripping that the windows will snug in against when you close them. The act of sliding the latch pulls them in tighter, eliminating any possibility of drafts if the stripping is in good order. Sash windows are only slightly less effective in this regard, the biggest issue coming into play if the frames have settled or fallen out of square. Thankfully with sash windows this issue isn't difficult to repair, but it will have to be seen to to reach maximum energy efficiency.
Casement windows also tend to have a bit of an edge where ventilation is concerned, at least if you're going for maximum ventilation and not concerned with having finer control over how much air is able to pass through. Casement windows tend to have a much broader space that opens, even if you only crack the window. Sash windows permit a much finer sense of control, as you can open them a little a time, or throw them all the way open to allow the maximum amount of ventilation into your home.
The last thing to consider of course, if the overall cost. Sash windows tend to be much less expensive than casement windows, partially by ease of construction, and mainly due to the much smaller panes involved in their construction. Trying to skimp on the cost of putting in casement windows will only lead to sorrow, the amount of glass involved in their construction makes them heavy, and without top notch fittings, you're going to see problems with them staying properly seated.
These are just a few of the comparisons to be made between Sash and casement windows, but they are also by far the most important. When trying to decide between the two, sash windows are the superior choice, but for certain applications it's going to be the casement windows that fit your needs best. Consult your home construction specialist to help make your final decision!