Warm mist humidifiers have the added benefit of killing waterborne bacteria and mold during the boiling process. This prevents impurities from entering your air and ultimately ending up in your lungs.
It's important to note that because warm mist humidifiers boil water as part of the humidifying process, they carry a risk of causing burns and are not generally good a choice for use around curious children and pets. These humidifiers may also use a little more electricity than other types, but they're usually less noisy since they have fewer moving parts.