What are the Pros/Cons of investing in the Bitcoin ETF vs. bitcoins yourself?
When you say "I won't have to worry about the security of my coins"... I think you've got this backward.

There's nothing more secure than a paper wallet that has been generated offline. Bitcoin was created as a way to avoid the need to trust a third party. If you don't believe that's necessary, then you're just trading it hoping to make USDs, not because you believe in it's intrinsic value.

in other words,

Are you speculating on the price, short term, hoping to make USD?

Get the ETF.

Are you skeptical of the global financial system, and want to hold money outside the reach of any government?

Hold bitcoin.