@6Cript I have no personal stake, and they’re both fairly similar to implement.
I suspect most people would say that setting the name servers is easier (using Netlify DNS).
Netlify would probably recommend using their DNS, as it provides additional features.
You can read more about them in the documentation here:
If you’re planning to use the ‘Free Plan’ exclusively, you may want to avoid using Netlify DNS.
This is because exceeding the site limits can disable your ability to receive email via the domain.