Some form of loading options, whether front panel or not, is helpful. As far as convenience is concerned, switching by remote control is the best because you can make an instantaneous comparison (my Levinson No. 32 preamp allowed such change, the unit I currently use does not).
However, a switch of any kind is always less than ideal, even when it comes to loading. Companies, like Artemis, offer an internal spot to insert the chosen resistor which is then securely clamped. This is really NOT cheaper than a selector switch, but, it is better for the sound.
My current phonostage (Viva Fono) has no provision for loading change. What I have to do is open the chassis and very carefully solder in a resistor between the hot and ground at the back of the RCA jack (an area full of hair thin wires). This approach means I am loading on the primary side of the step up transformer. I suppose this is done for sound quality reasons; at this price level, I doubt that the lack of convenient switching is a cost saving measure. I have made my own external load resistors using radio shack resistors and RCA jacks to test different loading. When I find what works, I can then hardwire in better quality resistors and remove the extra jack.
I like the loading options offered in the new model described by the original poster-- 100, 220, 330, 500 and 47,000. It is more important to have smaller incremental steps near the most useful part of the range wich is around 100 ohms. Ideally there would be more choices in that range, such as 125 or 150, and maybe something near 1,000.