Full suspension mountain bikes are much more comfortable, enjoyable, and better controlled when compared to their hardtail counterparts. The trade offs of a little extra weight and slightly less efficiency are well worth the added benefits.
Some people will disagree with me on this subject. Hardtails do pedal more efficiently especially when the terrain is smooth. Hardtail mountain bikes are also a bit lighter than full suspension designs and require less maintenance.
A good number of cross-country racers still use hardtails for the above reasons, but most endurance and other types of racers have switched over to full suspension. I should also note that hardtails are also especially popular among the dirt jumping crowd where they pump better from jump to jump.
Unfortunately, full suspension mountain bikes are a bit more expensive than hardtails. If you can't afford a full suspension with decent and reliable components, I would recommend buying a good reliable hardtail from a specialty bike shop before going to a mass merchant such as Wal-Mart or Target for a bike that may fall apart after a few hours of riding.