3 phase 4 wire supply advantage
If you are talking about standard mains power systems, then it all depends on what voltages you need to have available. In the US, 3-phase power typically has nominal 208 volts AC between any two phases. If you want to be able to have standard 120 volt AC available, you can not get it from the 3 wires of a 3-phase supply directly - you need the neutral. The nominal voltage between any of the 3 phases and neutral will be 120 volts AC. 

So I guess it comes down to what you are going to connect to the power. If it is only stuff that needs 2-wires at 208 VAC (in the US stuff like big air conditioners, electric dryers) or 3-wires with 3 phases (huge motors like for an elevator or machine shop), then you do not need the neutral. If you want to plug in normal household stuff (in the US stuff like lights, TV sets) then you need to connect them between one of the phases and a neutral. 

Note: I live in an old warehouse and have 4-wire 3-phase power. In the US, split phase 240 VAC is more typical, so most large appliances expect that. I can only give them 208 VAC by connecting them across two of my phases. While stuff generally works, it does not work as well as it would at 240 VAC. My electric stove takes longer to heat up than it would in a normal apartment with 240 VAC, and my air conditioners do not cool as well. I really notice it when I taker my welder someplace that has 240VAC and I need to adjust my settings down because it gets more powerful.