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(So this question has been asked before, but in a general sense, and most of the responses were in the context of general network communications with multiple servers/clients/etc.)

In the context of a simple point-to-point communications protocol, what are the advantages/disadvantages of stateful and stateless protocols? My instinct is that stateless is better (given much exposure to HTTP) with simple command-response packets, but I'm not sure why. I am also working with a supervisor who has had much experience using stateful protocols with sequence numbers, connection establishing methods, etc. and he keeps encouraging me to use a stateful protocol. We are at a bit of an impasse and can't seem to convince each other of the right approach.

Another question about simple point-to-point communications protocols brought up some good examples, namely HDLC (stateful) and MODBUS (stateless).