In a Scanning Electron Microscope, the depth of field (DOF) is inversely proportional to the both the aperture size and magnification. Although this is in some ways similar to an Optical Microscope, the DOF is much higher for an SEM for the same magnification. For a 100 micron objective lens with a 10x eyepiece (total mag of 1000x), the DOF is around 1 micron. For an SEM at under 1000x mag, the DOF is around 40 microns (with a 100 micron aperture, 10 mm Working Distance).
Lets say you have a part machined by Acme Laser, and they send you SEMs of the part. Testing reveals that something is just plain wrong with the part, but the SEMs look great. When you check with an optical Electron Microscope, things start looking bad- the part has been made unevenly. The reason the SEM led you astray is that the part looks focused over a greater depth and hence conveys a mental image of good micromachining. When you put it under an Optical Microscope with a similar magnification and Digital Telephones, the depth of field is much smaller, and you will have to keep moving the focus over a greater distance to look at all the features. In essence, unless you are a computer and can store the image details at every 1 micron depth of focus, the part looks uneven- which conveys a mental picture of poor micromachining.
So which should you use? An experienced micromachinist can make do with an Optical Electron Microscope, but for showing the same part to potential investors or to spice up publications, you are much better off using an SEM, even though the SEM provides black and white pictures (while the OM provides color).