Assume you mean an external flash as opposed to the built-in? If so, there are lots of advantages. Usually more power - a higher guide number. And faster recycling time. And more coverage options such as wide angle diffusion, bounce, etc. Also, using the external flash doesn't consume your camera's battery.
My Canon 20D has a decent little built in flash - but for serious work, I use the 580-EX separate unit.
The flash Guide Number varies with ISO setting.