Compare the spectra of the same compound from a recent publication of mine. I've analyzed the same compound using both methods so as to illustrate the difference. You can see that some of the smaller peaks that are clearly distinguishable in the KBr spectrum get lost in the noise in the ATR spectrum.
My advice is to use the ATR method when you need to characterize a library of compounds. If you're only analyzing a small handful of compounds (less than 10) then stick to the traditional KBr disc method.