You have a lot more options in factory ammo for the .44 Magnum, and that's a big plus in my book - anything from low-recoil .44 Specials through to the wrist-stomping heavies from Garrett and Buffalo Bore. Versatility is the name of the game with this caliber.
However, the .41 Magnum, properly loaded (which implies hand-loading to get the same spectrum of loads as the .44 Magnum, I'm afraid...) will do 95% of what the .44 will do. So, unless you aren't into .41 much, or don't reload, I don't see a need to move up to the larger caliber.
For myself, I think that if I had a good selection of .41 Magnum guns, I could dispose of both the .357 and .44 Magnum, and standardize on the "mid-Magnum" caliber for anything I want to do with a revolver. However, I have lots of .357's, and a couple of .44's, so I'll stay with those two. YMMV...