I've been doing transactions with BitcoinExchange pretty much since he first opened up shop. I've found him to be nothing short of helpful and prompt. The closest thing I have ever had to having a problem with him was when I swapped some BTC for an electronic gift card, and the merchant I wanted a gift card for has a somewhat too aggressive "anti-fraud" system in play. BitcoinExchange went to them as soon as I indicated I hadn't gotten the card after the 48 hours and I had it the next day, which was actually pretty good considering the trouble I had when a friend got me a gift card at the same place for my birthday... took weeks of my friend arguing with them before I could spend it.
Now, I've never actually gotten anything besides gift cards to go spend when I end up trading bitcoins for fiat through him, but what I can tell everyone is that I have never actually had a good experience with Western Union. And BitcoinExchange deals with a bunch of different services when people want those -- all of which are fiat organizations that have a business model that depends on their "right" to charge for anything passing through. If these companies weren't such a giant pain in the ass we wouldn't have had a market niche for Bitcoin in the first place, would we? Bitcoin offers secure, instant transfer of wealth worldwide, just like the existing systems claim to. Except the existing systems charge a sometimes very large fee, have terrible customer service, and play games with the money while delaying its delivery. I've never had money sent to me via WU that I've been able to get in less than 3 days, ever. So even if you discount the fact that WU might have a reason to see Bitcoin die, it's not as if they're some stellar company with tons of satisfied customers and no complaints...
If you choose to give Western Union your business, and have BitcoinExchange send your money through them, put the blame where it belongs when Western Union screws the pooch, because this guy has a lot of happy repeat customers, including myself.