hi
you mean to say internal microcntroller adc vs externally connected ADC? internal ADC of MCU has limited resolution.if you have high resolution requirment go with external.bt need extra microcontroller pins for interfacing (since external adc need some communication media i.e i/o,spi etc). Its totally depend on your requirment
There is no "better" or "best" ADC topology, each offers different strengths and weaknesses that one must consider against the intended application and required performance.
On the Analog Devices website there is an app note which compares the different ADC architectures.