I used to use hamster balls as I always thought that they were just what you did with hamsters but stopped using them with mine after I became aware of an issue with them. I keep Chinese and I've not heard of this occurring with Syrians but one of my hamsters feet became caught in the ventilation holes. Thankfully she wasn't hurt but I think that had to have frightened her.
Following that, I stopped using exercise balls but I know many people have used them with their own hamsters for years without any problems. I would personally avoid exercise balls with dwarf hamsters and would limit the time that I'd keep a Syrian in one but they can have their uses even if the hamster doesn't actually run in one (as Serendipity explained very well).
I too prefer playpens and find it to be a great opportunity to interact with my hamsters as they are playing.
