And yes, parchment cones have the same capabilities! I do like parchment cones, but I like that I can fill the bags super full and that I can tie the ends so my little girls can decorate without me worrying about the frosting squeezing out of the top. I haven't used cones in such a long time that I forget about them.
I rarely get any backflow out of the top because of the way I fold down the bags. But, everyone has his/her preferences - I definitely prefer working with less icing in each cone, as it reduces hand fatigue (for me; less icing to push against) and gives me greater control.
That's a great point--even with the small number of cookies I make, hand fatigue is definitely becoming an issue with me. I've noticed that the tipless bags are really taxing on my hands, more so than the disposable Wiltons with a tip. The first time I used them my hand hurt for days. The grip is different with a cone. I'll probably NEED to consider cones at some point for that reason alone.