Film and CCD each have their advantages.
Film's advantage: cheaper to purchase up front. Capable of much finer resolution (by which I mean number of useful pixels) on deep-sky shots of large targets (think M42, or perhaps the Andromeda galaxy) than all but the most expensive CCD cameras. By expensive I mean a $5000 CCD camera. It costs that much to match the number of megapixels I get from film. Film also gives color in one shot, not multiple shots through multiple filters as with most CCD cameras.
Drawbacks to film: You're dependent on your photo shop to develop the film, and probably to scan and/or print it. I seldom do my own developing (though I did for comet Halley years ago!), but I have bought a $500 film scanner so that I can fine-tune the negative scans myself, and process them in Adobe Photoshop. (The scanner included the Limited Edition of Photoshop, but I had already purchased the full version and didn't need the L.E. version.)
CCD advantages: much, much, much faster monochrome pictures. Instant feedback--you see whether you've succeeded and can adjust on the same night. Very fine pixel spacing can bring out lots of detail on faint, tiny galaxies and nebulae, even though the chip may be only 800 pixels across (as opposed to the 3000-pixel images I get from my 35mm SLR). CCD allows easier stacking of many brief exposures so that you can throw away the 2 minutes when your guiding was off or the airplane flew through the frame. With film, you have to guide well for the whole exposure and hope no cloud or satellite crosses the image. It is possible to stack film images and I do it routinely, but it is a simple thing with CCD.
CCD disadvantages: drains both your wallet and your battery. The CCD requires a Peltier cooler like the one on portable coolers that you plug into the car's cigarette lighter. Thermal noise is a major limiting factor in long-exposure CCD images, and the lack of a cooler is why webcams and digital cameras are not much good at deep-sky work. (However, my Nikon Coolpix 995 showed great promise last year when the temperature was 8 degrees F--I can scarcely wait for cold weather again! Its battery died quickly in the cold, but I've acquired an AC adapter for it).