Yep, as Intrepid says. It's all about the trade-off. From what I know, the Jetboil is one of the fastest and most efficient systems out there and pretty much sips on fuel, so you'll probably get a few more boils out of a canister in average situations than most other canister stoves, all other things being equal. Over the long haul, that could save a few dollars here and there on the amount of canisters you buy. With that said, it can be pricier up front, bulkier, and a bit more heavy of a system as others have said above. Looks like Jetboil has also created all kinds of fancy accessories for their system now as well.
Since I don't get out nearly as much as I'd like, I usually only burn through one to two canisters a year, so for the time being, I've opted for just a simple but durable SnowPeak Gigapower which compares very well with the MSR pocket rocket. Looks like the micro rocket beats it in weight by a quite a few ounces. I began to experiment with some DIY alcohol stoves this last year for weight purposes and tend to sway that way now for mid-summer use where appropriate since I'm not as concerned about getting water heated up as quickly as I would be in colder climates and seasons.
Another factor to consider is your cook set. With Jetboil, it's an all-in-one system. With most other canister stoves, you're going to have to add weight and bulk based on the cook-set you use with it. For some that's just a titanium mug and lid that they put their stove and small canister or fuel container into. For me, I'll either take a GSI kettle and mug, or if space is a premium, my GSI Minimilist both of which hold stove and canister. My food gets eaten out of a freezer bag or pouch it came in so that the only item to clean after is my eating utensil.