I recently went through this debate myself, and you can see some of the discussion when I asked similar questions here: Lessons learned - what would you do differently if you were to start from scratch?
I did go with Lutron, and I'm happier with it so far than I ever was with Zwave/zigbee switches/lights because they respond instantly and are more reliable. Beyond the switches, I've found the pico remotes to add a lot of value that I wasn't expecting. My only complaint is that when using a pico remote to control an automation (e.g. through rule machine) which controls a Caseta dimmer or switch, there's a few second delay. This delay doesn't exist when the pico is paired wish the switch directly as described by ogiewon, or when the lutron switch is controlled by some other means (e.g. contact sensor -> rule machine). There's also no delay for pico controlling something else, like a zigbee dimmer.
Subjectively, the Caseta dimmers and switches aren't the nicest to look at. I've also found that they can be a tight fit in the shallow metal electrical boxes that are original to my 1964 house. Overall, I'm very happy with them -- especially so with the Pico remotes, they've provided a lot of flexibility and have allowed me to do things that would otherwise not be possible without rewiring switches or outlets.
