Ever since I got my first Blockade Runner (a Prowler) I've loved Blockade Runners.
Subsequently I've been building up a fleet of Prowlers to cover most of my transport requirements throughout empire space. I'll still use courier contracts for large shipments between the main hubs and for spot work in some of the more dangerous systems but I'm working towards doing all routine pickups, short runs and time sensitive deliveries with Blockade Runners.
Training Blockade Runners and the support skills necessary to fly them well is now my number 2 training priority (after Trade skills) on all my traders. Since getting my first Blockade Runner pilot I've been working on training up more, particularly for traders on the busier hubs and in the largest regions.
Blockade Runners do cost roughly 5 times as much as Covert Ops frigates (~100 mil vs ~20 mil) and 50 times as much as the expendable Vigils (~2 mil) all my traders start out with. Blockade Runners aren't quite as fast (close enough though) and they don't align quite as quickly either (again close enough) but they do have a few significant advantages more than offsetting those minor disadvantages. They have about 10 times the tank (10-15k depending on exact fit and skills), 20 times the cargo capacity (just over 4k m3) and can't be cargo scanned. You can carry a lot more cargo and not only is it more difficult to kill your ship but the killer won't even know if you were carrying anything worthwhile until after he has killed it.
You don't need to get your Transport Ships skill up very high either. The useful bonuses, cargo capacity and velocity, come from your racial industrial skill which is going to be at V anyhow because that's a prerequisite to fly the ship in the first place. Transport Ships bonuses are pretty useless considering almost nobody fits shield boosters on blockade runners (AFAIC doing so is stupid) and you only need Transports Ships III to have enough CPU for a proper fit with covert cloak and all. But you will need IV if you want to fit a covert cyno too and that might be handy for fleet operations with black ops.
My own personal favorite Blockade Runner is the Minmatar Prowler though the Caldari Crane is about as good. The Prowler is a little faster, the Crane a little tankier and alignment times are about the same (both under 4 seconds). That's all with identical fits and nearly identical skills too (the only difference being which racial industrial skill is required) so based on stats and performance the choice was pretty much a wash for me.
I've always felt one of the silliest things you can do is choose your ship based on how it looks but for the first time ever my choice came down to which ship looks better (in my defense it only came down to looks because everything else was equal). The Crane truly is an ugly duckling (as all Badger based hulls are) so Prowler it is.
Right now I have 3 Prowler pilots with 2 more coming in 6 days, a 6th in 2 or 3 weeks (2 if I activate dual training, 3 if I don't) and I could have as many as 6 more in a month or so. Next week I'll have all of the main trade hubs covered by Prowlers and it won't be very long before Prowler Fleet is covering most of the larger and/or busier regions too.
My old fleet of Vigils is becoming obsolete, it's all about Prowler Fleet now!