There are various different ways to run scheduled process on Windows systems, depending on what's available:
Admittedly the articles / blog entries I've linked to for using a Windows Service or a Scheduled Task don't show either in a particularly shining light, kinda the plan really! Using a Windows Service is just plain silly, talk about un-necessary overhead! I've seen XYNTService used for this purpose (obviously it'd been changed somewhat, but the base implementation was much of a much). Bad. And. Wrong. Bad. And. Wrong.
SQL Server Agent Jobs on the other hand,... Easy access to a datastore, the ability to run both executables (and by virtue of this, scripts in damn near any scripting language) and TSQL and easy and ready access to a database for logging, data storage and manipulation.