Ideally you'd use both. Something like a pihole to serve as a first wall of defense for the entire network, and then additional things like uBlock Origin for any device with a browser that supports it, for some more granular control.
I'm the kind of person who also uses the hosts file from DivestOS on my PC, because why not. Always fun to see how the pihole doesn't have to block anything on that device because of this.
On that note, Safings' Portmaster is a nice app if you want to have a graphical overview of what's going on on a device.