I use Aweber, I haven't used Get Response.
I find Aweber works fine, I did create a tutorial on setting it up here:
How to Create an Email Opt-In Form with a Third Party Email Service (AWeber) using DataSprings Dynamic FormsPros - delivery will be good in comparison to sending the emails from your own server (if it is to thousands)
Cons - How does a user unsubscribe? - In reality this is handled in the email that you send to them, rather than their user profile
Your other option for a DNN tool is:
DataSprings Opt In Email ModuleThere is also an email delivery module by Onyaktech that will be worth comparing as well