It doesn't really matter, it's all just pigment and that's what matters.
Some people prefer one or the other and may find one easier to get the look they want with - it's really a matter of trying each on your face and seeing the what works for YOU and what you want to accomplish.
I've used both, I've used other things. It doesn't really matter to me as long as the colour is right - that's what's really important - you could get a "contour set" and one everyone seems to like but the colors might look awful on you. If I told you what I use, it wouldn't work for you because you're not as deathly pale as I am and we're probably going for different end aesthetics. Think of it like painting or other colour work like that - it's not any different just because it's makeup on a face!
It's also a matter of application and the control you have. Think about the difference between coloured pencils and airbrushing. How that relates to what makeup you choose is a function of personal preference for how you like to work on with the results you want.