One isn’t better than the other one, it’s just what you prefer yourself.
Some people prefer to have the feeling that another company is taking care for them, and they are happy with a webfont service. Fonts are available for a small, but annual fee.
Buy webfonts at Webtype
Other people who want to have 100% server uptime and full control on their data, likely want to host the webfonts themselves. They also don’t have any financial obligations in the future, as it’s a one-time fee.
Buy webfonts in our webshop