Why we should go for Lightning Component instead of VF pages in Salesforce?

Avoid Server Calls: – Main advantage of Salesforce Lightning is that we can avoid many server calls while working with Lightning Components and reason behind this is JS controller using JS we can manipulate the data into the controller and display as per our need.
Lazy Loading to increase performance – another awesome feature which loads/display the particular component or particular part of the component whenever users want to load not unlike the VF page. And because of lazy loading, it increases the performance and data will reflect on the fly. Uses a stateful client and stateless server architecture that relies on JavaScript on the client side to manage UI component metadata and application data.

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.

Lightning App Builder: – Empowers the team/company/individual to develop the complete application without writing a single line of code using out of box functionality and this application will work well into Salesforce1 as well.
Event-driven architecture: – Uses an event-driven architecture for better decoupling between components. Any component can subscribe to an application event, or to a component event they can see.

SLDS: – SLDS means Salesforce Lightning Design System that gives you the power to style the component in your way, develop component as per your look and feel and you do not need to worry about responsive behavior it will take care all itself.

2 Way Binding: – It one of the Salesforce lightning feature that made me “Wow”and yes it is two-way binding Changes in the application state have been automagically reflected into the view and vise-versa. In fact, we could build our own directives with two-way data bound scope properties, by setting a configuration value.

Avoid ViewState Error: – Another awesome feature is that we will never get view state error while working with the lighting component.

Lightning OUT: – Here comes the true power of Salesforce Lighting that is lightning OUT which gives you the power to take your lightning component to an external site and this is the thing that enables you to show Lighting Component into VF page.