I think this is really personal preference.
Personally I have never had a problem with dirt in engraved keys. I have black keys with large engraved letters (Qtan's PBT engraved keycaps), which are not a problem. And I have had light greyish engraved keys with very small engraved letters in the upper left of the keycap, also not a problem.
Maybe I am just very clean (I do have clean dry hands, but on the other hand, I often eat at my desk) or maybe the dirt comments are more based on speculation than actual experience. I would say that the annoyance from feeling the engraving is also not a real issue on a lot of engraved keycaps. If I feel the ones I am typing on now, I actually would not be able to tell they were engraved when touching them, and the engravings are fairly large.
I would choose based on aesthetics. While the Dye sub looks great, I went with engraved because it is a little different from what you typically see in other keyboards. Having the keys consist on one material and one color is also very clean looking and appealing to me. Blanks are great for this reason too, but I feel it would be unnecessarily elitist, plus I want my girl to be able to use my computer if need be (truth be told, the engraved already pose a problem, but at least she can use it without having to plug in another keyboard)