Using local files can be very handy. Its two pitfalls are that the user needs to install them himself, and he has to make sure that his WC3 is configured to allow local files (the point of the registry file whatever). Modified MPQs are the worst of the bunch, requiring the user to make backups and stuff. Having the data in the map itself is always the most preferable method, but if there is too much data (i.e. over 8mb) one could settle for using local files to have very large maps on Battle.net.