Free weights demand more control and strength. You have to have some idea of how to move correctly, which isn't as easy as it looks. That's why free weights and even some body weight exercises are more advanced than you might think. You have to think about a lot of things to do them correctly.
That said, you should never feel like you have to join a gym to use machines just because you're a beginner. SparkPeople's exercise demos offer precise instructions and photos to help you use good form, even at home.
Injury History/Risk: Although machines tend to be safe, not every machine is good for you. An exercise like seated leg extensions can aggravate the knees, so if you have knee problems, you'd want to avoid that machine and stick with regular squats or lunges (with or without free weights). In addition, machines allow you to lift more weight than you could probably do with free weights. If you have a bad back, lifting very heavy weights on a leg press, for example, can compromise your lower back. These are just a couple examples of how, depending on your risk level or history of joint/muscle problems, you might want to avoid certain machines entirely.
Beyond that, the best choice varies for everyone and every muscle. I use a combination of mostly free weights, and a few machines, particularly the cable cross (like Dean mentioned above). Sometimes the best way to really target a certain area of the body can be found in a machine; other times the most functional and safest way to strengthen a muscle group is with free weights.