It all depends on what are you looking for. If you want to have more ownership of your assets you might use DeFI (but you have to be really careful because most scams are there due the anonymity) If you want to make future trades and need/want to make paper money for your needs (mainly because a lot of countries do not support crypto transactions or are hard to find) you should use an Exchange. I also know that a lot of people are worried about the constant lawsuits or restrictions of some CEX and the binance exits of this year but this is not going to last forever