I put the Weathertech ones on my mom's 01 Camry and I think they're the way to go. I've never been a fan of using adhesives on the paint of any car.
These fit very tightly in the channel and don't damage anything. The only thing worth mentioning is when the window goes up that last 1/2" you can tell it's a bit tight. With that said - no one is going to be able to rip them off w/o damaging them. Also - if you feel like taking them off for whatever reason - it can be done cleanly. Want them back on - no problem. Try that with the stick-on ones. No offense to anyone who uses them, but I think the stick-on ones cheapens the look of your car.
My mom has had them on for at least 4 years now and they have been exposed to extreme cold and extreme heat with no effects. They still look as good as new.
I'm a believer in spending a little more money up front (one time!) on a quality product.
It also helps that the company is local to me so I went and picked them up.
EDIT - just noticed you're in Niles, IL. Weathertech is right in Downers Grove - don't pay shipping AND tax on 'em! Swing by and pick them up