Chocolatey NuGet is a open source Machine Package Manager, somewhat like apt-get, but built with Windows in mind.
Pro Integrates with almost every configuration management / infrastructure automation / RMM tool
Chocolatey integrates with almost every infrastructure automation tool out there. https://chocolatey.org/docs/features-infrastructure-automation
Con Sometimes hard to know which package to install from community package repository
The community repository contains multiple packages with similar names, making it hard to know which one to install. This is of course only related to using Chocolatey with the community repository, and you can look up the number of downloads to see which are the most widely used.
Con Unable to easily change your install directory in the free version
In the free version you must know the native installer switches and pass them through with install args. In the paid versions you have a ubiquitous install directory option where Chocolatey determines how to properly pass that to the underlying native installer.
Details on the differences - http://stackoverflow.com/a/19777121