Do you mean what are the pros and cons of using SQL Server Agent Jobs for scheduling running SSIS packages and command shell executions? I don't really know the pros about windows scheduler, so I'll stick to listing the pros of SQL Server Agent Jobs.
If you are already using SQL Server Agent Jobs on your server, then running SSIS packages from the agent consolidates the places that you need to monitor to one location.
SQL Server Agent Jobs have built in logging and notification features. I don't know how Windows Scheduler performs in this area.
SQL Server Agent Jobs can run more than just SSIS packages. So you may want to run a T-SQL command as step 1, retry if it fails, eventually move to step 2 if step 1 succeeds, or stop the job and send an error if the step 1 condition is never met. This is really useful for ETL processes where you are trying to monitor another server for some condition before running your ETL.
SQL Server Agent Jobs are easy to report on since their data is stored in the msdb database. We have regualrly scheduled subscriptions for SSRS reports that provide us with data about our jobs. This means I can get an email each morning before I come into the office that tells me if everything is going well or if there are any problems that need to be tackled ASAP.
SQL Server Agent Jobs are used by SSRS subscriptions for scheduling purposes. I commonly need to start SSRS reports by calling their job schedules, so I already have to work with SQL Server Agent Jobs.
SQL Server Agent Jobs can be chained together. A common scenario for my ETL is to have several jobs run on a schedule in the morning. Once all the jobs succeed, another job is called that triggers several SQL Server Agent Jobs. Some jobs run in parallel and some run serially.
SQL Server Agent Jobs are easy to script out and load into our source control system. This allows us to roll back to earlier versions of jobs if necessary. We've done this on a few occassions, particularly when someone deleted a job by accident.
On one ocassion we found a situation where Windows Scheduler was able to do something we couldn't do with a SQL Server Agent Job. During the early days after a SAN migration we had some scripts for snapshotting and cloning drives that didn't work in a SQL Server Agent Job. So we used a Windows Scheduler task to run the code for a while. After about a month, we figured out what we were missing and were able to move the step back to the SQL Server Agent Job.
Regarding SSIS over exe stored procedure calls.
If all you are doing is running stored procedures, then SSIS may not add much for you. Both approaches work, so it really comes down to the differences between what you get from a .exe approach and SSIS as well as how many stored procedures that are being called.
I prefer SSIS because we do so much on my team where we have to download data from other servers, import/export files, or do some crazy https posts. If we only had to run one set of processes and they were all stored procedure calls, then SSIS may have been overkill. For my environment, SSIS is the best tool for moving data because we move all kinds of types of data to and from the server. If you ever expect to move beyond running stored procedures, then it may make sense to adopt SSIS now.
If you are just running a few stored procedures, then you could get away with doing this from the SQL Server Agent Job without SSIS. You can even parallelize jobs by making a master job start several jobs via msdb.dbo.sp_start_job 'Job Name'.
If you want to parallelize a lot of stored procedure calls, then SSIS will probably beat out chaining SQL Server Agent Job calls. Although chaining is possible in code, there's no visual surface and it is harder to understand complex chaining scenarios that are easy to implement in SSIS with sequence containers and precedence constraints.
From a code maintainability perspective, SSIS beats out any exe solution for my team since everyone on my team can understand SSIS and few of us can actually code outside of SSIS. If you are planning to transfer this to someone down the line, then you need to determine what is more maintainable for your environment. If you are building in an environment where your future replacement will be a .NET programmer and not a SQL DBA or Business Intelligence specialist, then SSIS may not be the appropriate code-base to pass on to a future programmer.
SSIS gives you out of the box logging. Although you can certainly implement logging in code, you probably need to wrap everything in try-catch blocks and figure out some strategy for centralizing logging between executables. With SSIS, you can centralize logging to a SQL Server table, log files in some centralized folder, or use another log provider. Personally, I always log to the database and I have SSRS reports setup to help make sense of the data. We usually troubleshoot individual job failures based on the SQL Server Agent Job history step details. Logging from SSIS is more about understanding long-term failure patterns or monitoring warnings that don't result in failures like removing data flow columns that are unused (early indicator for us of changes in the underlying source data structure) or performance metrics (although stored procedures also have a separate form of logging in our systems).
SSIS give you a visual design surface. I mentioned this before briefly, but it is a point worth expanding upon on its own. BIDS is a decent design surface for understanding what's running in what order. You won't get this from writing do-while loops in code. Maybe you have some form of a visualizer that I've never used, but my experience with coding stored procedure calls always happened in a text editor, not in a visual design layer. SSIS makes it relatively easy to understand precedence and order of operations in the control flow which is where you would be working if you are using execute sql tasks.
The deployment story for SSIS is pretty decent. We use BIDS Helper (a free add-in for BIDS), so deploying changes to packages is a right click away on the Solution Explorer. We only have to deploy one package at a time. If you are writing a master executable that runs all the ETL, then you probably have to compile the code and deploy it when none of the ETL is running. SSIS packages are modular code containers, so if you have 50 packages on your server and you make a change in one package, then you only have to deploy the one changed package. If you setup your executable to run code from configuration files and don't have to recompile the whole application, then this may not be a major win.
Testing changes to an individual package is probably generally easier than testing changes in an application. Meaning, if you change one ETL process in one part of your code, you may have to regression test (or unit test) your entire application. If you change one SSIS package, you can generally test it by running it in BIDS and then deploying it when you are comfortable with the changes.
If you have to deploy all your changes through a release process and there are pre-release testing processes that you must pass, then an executable approach may be easier. I've never found an effective way to automatically unit test a SSIS package. I know there are frameworks and test harnesses for doing this, but I don't have any experience with them so I can't speak for the efficacy or ease of use. In all of my work with SSIS, I've always pushed the changes to our production server within minutes or seconds of writing the changes.
Let me know if you need me to elaborate on any points. Good luck!