If there is option, I go for both. All my installed had HU with it.
Pro HU.
- Something to listen to on short trip to liquor/groccery stores.
- At least there is AM to listen to for traffic report.
- No need for extra amplifiers if you aren't an audiophile type person (save some load of the alternator => save gas, better for environment ... ok go argue on that

)
Cons HU
- space, space, space.