I would say it depends some on what you are doing. However, from my experience the room for improvement with SSIS packages is tremendous. We saw 10 fold improvements in our data warehouse environment when we took some of the heavy hitting stored procedures and put them in SSIS packages. The memory utilization of SSIS (in this situation anyways) made all of the difference.
I want to reiterate that it is important to know what you are doing. For example, a SQL statement will usally outperform a SSIS data-flow when the data transform is table-to-table on the same server.
The best bet it to pick a SP or two and create them in SSIS and test them both.
Seems like the answer for all SQL questions start with, It depends...
