The great advantage with a synthetic material, is that if the jacket gets wet, then the insulation still retains most of its thermal properties, and it will dry out very quickly.
There is always the ethical issues surrounding down feathers, with a lot of companies claiming to source their down feathers from a reputable source, where no ill treatment of birds has taken place.
Few potential customers would challenge a manufacturer on their claims of using ethically sourced down.
I know its a dangerous thing to claim by a company, that their down comes from a reputable source, and however trustworthy a company may appear, i would still have a slight apprehension in trusting any company who made such a claim.
I own both types of jacket, a Montane down jacket, which i bought second hand and a new Craghoppers Synthetic thermal hooded jacket.
Both jackets are equally warm, but the synthetic jacket dries incredibly quickly, whilst the Down jacket takes a fair bit longer.
If i was going out specifically to buy a top end winter jacket, i think i would go down the synthetic route, as theres never that nagging doubt of what if i get soaked to the skin, and there are some impressive fully synthetic jackets on the market.
Its up to you, but personally i would go synthetic, as both materials provide equal measures of comfort.