According to
http://bioshock.wikia.com/wiki/Little_Sister#Strategy:
"Every three Little Sisters the player harvests will grant them 480 ADAM (160 × 3), whilst every three they save will grant them 440 (80 × 3 + 200), plus many excellent Gene Tonics, the Hypnotize Big Daddy Plasmid, and a bountiful quantity of First Aid Kits and EVE Hypos."
I don't know if that's "a lot more"; the main difference is the distribution over time. You get it in bigger chunks every three sisters if you rescue, and it makes most difference early in the game. If you have use of the other stuff you get from Tenenbaum depends on you style of play perhaps. If you're on PS3 and play Survivor difficulty, you will learn to appreciate the Hypnotize plasmid though.
