I use built-in alerts and the such quite often, because making modals accessible, especially for screen readers, is still eating the hottest chicken vindaloo and pooping it out in an endless trial of fire and dirty poophacks.
Some day the modal dialog will be built into the browser where it belongs, instead of the long string of cringeworthy a11y-hacks and manual keyboard focus it is now.
That said, I'm always pleased when I run across some plugin thingie where someone took the time to do all the hacks for me. I'm looking for a lighbox-container for dialogs and popups and have seen a few now with keyboard-traps, default-escapes, multi-language keybindings (even control keys often aren't the same code across different-language keyboards, so even listening for ENTER can be complicated depending on who you're supporting) and the like.
But I'm still of the opinion that developers on the front shouldn't have to be building these wheels over and over again.
Also, the fact that everything stops until that confirm/alert/whatever is dealt with, is sometimes exactly what you want, which should also help you decide which type you'd want to use.