It really depends on what you are trying to do with it, and what synth. My old prophet T-8, for instance(God, I miss it), I would tweak the filters,mod, and envelope settings on the fly as I played(among other things), so the sound was constantly changing. Also, the filters on it (and many synths), tracked the keyboard and changed over the range of a keyboard. Kinda hard to do with a sampler unless you wanna sample every three keys or so. Ad in things like velocity and poliphonic aftertouch effecting the filter, and the sampler is gonna come up lacking. With a lot of work you could get close to one sound of an instrument like that.
Why do you ask?