I had a question the other day in my e-mail about various sulfur-containing functional groups in drugs. My answers, condensed, were as follows:
Sulfides: will always be under suspicion for oxidation in vivo. If that's your main mode of metabolism and clearance, though, then the problem can be manageable. Still, many people avoid them to not have to deal with the whole issue, and I can't blame them. I do the same. Since the reagents needed to prepare them tend to reek, it's a handy bias to have.
Sulfoxides: I spent quite a while on an old project turning out a whole line of these. I'm not sure if I'd do that again, though. Sulfoxides are interestingly polar, but they're also frustratingly chiral. If you need a specific right-hand or left-hand sulfoxide (and I did!), there are numerous not-always-appealing ways to get them. The other worry about them is that they can get either oxidized (up to the sulfone) or reduced back down to the sulfide. A good example of this problem is in the -prazole proton pump inhibitor drugs, which are probably the most prominent sulfoxides on the market. Some of them (like omeprazole) get oxidized, and others (like rabeprazole) get reduced. I've even heard of a chiral sulfoxide going in vivo and coming back out in the urine as the other enantiomer, via reduction and chiral oxidation. Many people prefer to avoid the whole issue - and after my experiences, I can't say I blame them here, either.
Sulfone: finally, a metabolically stable one. Sulfones have a reputation as rock-solid functional groups, at least when there aren't active hydrogens next to them. Of course, sometimes the compounds are also stable rocks that don't like to dissolve, but we have that problem with everything. I haven't come across anyone with an unkind word for sulfones.
Sulfonamides: If you're an experienced medicinal chemist, boy, have you cranked out some sulfonamides in your time. They're just so easy to make, and you can get so much structural variation out of them. But secondary ones (with a free NH) can get you into trouble in vivo, since they're so acidic. Acidic compounds can behave weirdly when they try to cross out of the gut or into cells, and have a reputation for hanging around in the blood forever. My bias has always been to go with sulfonamides that have fully substituted nitrogens, and I say let 'em rip.
So, those are my biases. Readers are invited to unload their buried feelings about sulfur functionality in the comments.