I love the detail of the Muppet playsets. You can actually play with these playsets and they actually compliment the characters they come with -- as well with other figures from the regular line (with the exception of maybe Chef's Kitchen).
The Simpons sets seem only to be static dioramas with annoying voice-pegs that limit what characters can be there and where they can be placed and the direction they can face. I am also somewhat upset that I had to buy the entire Comic Book shop to get the Comic Book Guy, and am sad that I have given up on other figures like Apu, Skinner, and Lovejoy because I didn't want to pony up the dough for the set when all I wanted was the figure.
I'm already resigned to the fact that I'll be getting the playsets, but if I weren't, I'd probably be upset at having to buy the playset to get the character. However, it seems like there are plans for exclusives of the playset characters (like VC Beaker and the upcoming Aniimal) that will come on their own. With the possibility of a collector's club, it may make grabbing characters sans playsets a possibility -- although probably still at a higher price than at TRU.