Mechanical secondaries will open the secondaries under heavy throttle. This can be a problem on many engines if the accellerator is floored from a stand still. The work around is to modulate the throttle such that you don't open the secondaries until the engine has developed some RPMs.
Vacuum secondaries operate on venturi vacuum. As a result, the secondaries open once a certain amount of airflow is detected through the primaries. The opening is gradual as well. Especially on a car with an automatic transmission, vacuum secondaries will prevent bogging by gradually opening the secondaries as the engine developes RPM.
IMHO vacuum secondaries are the way to go for a street rod running an automatic transmission. This is a hot topic and I'm sure you'll find a lot of discussion in the archives.
-dnult