At this point, when starting with new implementations is it better to go with Lightning Framework for UI and better UX, or to continue with Visualforce based UIs?
this question is answered multiple times here and those answers gives you clear idea when you us what. one of them is here.
Here are some points which i want to put on this question.
You don't have to spend your time optimizing your apps for different devices as the components take care of that for you because everything is responsive and follow some guidelines with design system.
Performance Uses a stateful client and stateless server architecture that relies on
application data. The client calls the server only when absolutely
necessary; for example to get more metadata or data. The server only sends
data that is needed by the user to maximize efficiency. The framework uses
JSON to exchange data between the server and the client. It intelligently utilizes your server, browser, devices, and network so you can focus on
the logic and interactions of your apps.
Faster development Empowers teams to work faster with out-of-the-box components that function
seamlessly with desktop and mobile devices. Building an app with components facilitates parallel design, improving overall development efficiency.
Device-aware and cross browser compatibility Apps use responsive design and provide an enjoyable user experience. The
Lightning Component framework supports the latest in browser technology
such as HTML5, CSS3, and touch events.
So simple way I would say yes it is lightning way forward.