We use both. Generally speaking, it depends upon your SLA: if the SAS platform is for mission-critical tasks or is qualified for High Availability (strict downtime rules etc.) then I suggest choosing network drives which can better fit such needs whereas local drive obviously wouldn't. Another point to consider is extensibility and scalability : local drives are expensive to upgrade and to increase once installed; you must be absolutely sure that the workload (more users and/or bigger data) won't increase so much during the next few years; this is a strong assumption.
Network drives, on the other hand, must also be specified carefully : if the storage system (eg fiber channel interface, router, SAN) is too much shared - especially with no Service Class or priority rules applicable - then the I/O performance for the SAS server may sometimes hugely vary even to the point of bottlenecks (think of multi-tenant storage heavily shared with third systems mission critical like payment/credit computations in a bank : better isolated then than put together !) .
Third and last point : operating cost. Even today, SSD for business class servers remain costly, so that it might be cheaper to buy a simple "share" of SAN capacity (LUNs spread on a mix of > 50% SSD, for instance).