Pmalek has already pointed out the differences, if you run the full node, you will not depend on any their parties, even mempool and transaction in history about an address in details is all within your reach without depending on any their party whole runing full node. If you want to have privacy, you need to run full node.
More problems with paper wallets, is that if we want to transfer user funds to the main wallet, We'll pay a lot of fees to move each funds from each wallet to the main wallet.
If this is the case, it will be good to buy a reputed hardware wallet. What I think you are concerned more about is security and safety of your coins, you can buy reputed hardware walllet, it still make transactions easier.