That depends on how advanced you are as a user when getting started and how advanced you think you want to go with Zigbee devices. They both have different pros and cons, however, the built-in ZHA integration is still easier for a beginner to get started with as it is fully embedded as a native component inside Home Assistant core, while Zigbee2MQTT is still quicker to get support for brand new complex/odd/unusual/advanced products when they just come out however the learning curve is steeper if not already very experienced with Home Assistant, but the learning curve for configuring any complex/odd/unusual/advanced device is relatively high in both these Zigbee gateway solutions.
Zigbee2MQTT can be said to be more for “power users” who buy more Zigbee products for less common purposes, and the ZHA integration works great out-of-the-box for most users who buy more standard types of products for lights and home automation.
One could also argue that the odd/wired products should maybe in many cases not have been made as a Zigbee device because they usually do not follow the Zigbee specification (and therefore they will not work until a developer code a custom device handler as a converter/quirk/translator for that specific product, and most such products would probably have been made as a Wi-Fi based device instead using ESPHome or Tasmota firmware on an ESP32 SoC).
FYI; BeardedConti posted a new pros and cons video about ZHA versus Zigbee2MQTT for beginners:
Home Automation Guy posted a similar video about two years ago and parts in it is already outdated:
Development for these is going fast but today recommend you guys check out later posts in this thread: