If one were better than the other - the other wouldn't exist. Funny thing about us humans, we all like things a little differently. I prefer a combination of the two items. I like the vibrations of a vibrator on my clit, while internally it does very little for me. Conversely, I like the fullness that a dildo can provide along with the various textures inside, but it doesn't do much for my clit. Since most women tend to orgasm from clitoral stimulation, my guess is typically we (or least I) reached first for the item we prefer for that task.