I sometimes get asked by clients whether they should go with a venue that has an all-inclusive package (tables, chairs, linens, food, beverage, cake, DJ, photography, etc) or just get a venue and find all the vendors ourselves (ie. I will help the client to get them). The first thing I would tell you is that the venue plus all the vendors, whether outside or part of the package, need to fit into your budget. Beyond that, it is a matter of preference and there are tips to make sure you make it works for you. First, make sure the venue can give you the itemize cost of each thing in their inclusive list. Second, ask the venue what is their policy regarding replacing vendors with your own. Some venues will take off the discounted cost while others do not allow it, but will move that amount to something else (like an upgraded cake or centerpiece). And finally, make sure any changes you make to the package are written down and signed off by the sales manager.
As the planner, working with a venue with all-inclusive packages is a blessing but could potentially have snags. If it's a venue I have not worked with before, I make it a point to meet with the sales manager as well as the event coordinator at least once and be in contact throughout the planning process. I make it abundantly clear that I work for the couple and my job is to make sure they have a stress free day. I also communicate to the venue that I am not there to manage their vendors. After all, the end goal for all of us is to make the clients happy the best way we can.