Ethanol-free gas can lend itself to slightly superior fuel economy*, and is able to sit in a gas tank for a bit longer without absorbing as much water (ethanol is hydroscopic). Beyond that, it's not really worth worrying about. Depending on how ethanol-free is priced locally, it may or may not be more economical for you.
*- Ethanol has a lower energy density than gasoline, but higher octane and richer stoichiometric ratio (meaning that it requires less oxygen to fully burn), which is basically why E30 tunes can see power gains at the cost of tanking your MPG. You can run more boost and throw more fuel at it to overcome the lower energy density.
Project Farm has a video about the subject: