Well, helis can emergency land better than other aircraft, even if their engine fails. You don't need a runway and you can go down almost everywhere "safely". Even if it means destroying the machine itself. With the exeption of a volcano maybe. With a plane you need to reach a runway or you're in big trouble.
What whoamongar says is partially correct - although not fully. Most modern helis do have very developed landing gear - it's also possible to eject or bail out but rarely done. Have you ever seen people eject out of airliners or smaller sport planes? I haven't. In fact I hear of dead people in sport plane accidents all the time. It's very very common.
The same goes for helicopters though. Sadly most of them don't have any ejection technology, only military ones can simply blast off the rotors and then eject the pilots. One thing with smaller aircraft and helis is also their low altitude. Bailing out may be possible but still deadly.
You're much more maneuverable though. It really feels as if they belong into the sky - like an animal or something. But in the end it's up to taste I guess - humans all feel very differently about that it appears.