In some countries there are Bitcoin machines where you can exchanghe Cash and Bitcoin. Would you use this machine or rather buy your Bitcoins in the Internet?

every different method is suitable for a different purpose. they are not all for the same purpose of simply having bitcoin.
for example the bitcoin ATM machines have very high fees but the fact that they accept cash is a bonus for those who want extra privacy and want to stay anonymous.
i personally prefer a cheap method of buying bitcoin at the sacrifice of my anonymity.