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1. Yes, good idea.
2. One is not more beneficial than the other, but many distribution blocks are fused, which adds a level of protection that you should have inside the car. If the power supply wire between the PSU and the battery shorts somehow, because it is much larger gauge it can cause a fire before it burns through. If there is a fuse in the distro block, the fuse will blow and prevent the fire.
If you don't use a distro block and go with separate wires, just make sure you fuse both wires near the battery.
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