This is meant as some kind of reference Q&A.
Unless I am working with truly global data, I always prefer projected, local, metric coordinates so that calculations like area or distances are "right by default" in tools like QGIS. So if I get original data for a country in its UTM zone's coordinate system - perfect!
Many people highly prefer getting their data in WGS84 (4326) or Web Mercator (3857) for ease of use in tools like Google Maps.
I just read a open data release suggestions catalog and publishing geodata in those systems was one of the items. This made me wonder:
Apart from convenience, are there any drawbacks of using one or the other?