Better is very likely a matter of preference.
I generally use a 10 gallon cooler, heat strike water up on the stove or turkey fryer burner, and mix with grains in the cooler. If I've calculated the temp of the grains, the cooler, and the water properly, it should get very close to the mash time I want after a minute of settling in. And that's about it for adjustments. Sure I can throw some ice cubes in there to cool it if it's a bit too high, but it's a royal PITA to heat it up.
If I used a kettle, I could turn the heat on and fairly easily heat the mash while stirring. The downside, is that a kettle is generally not well insulated, so it can lose heat faster than a cooler. On the other hand, lots of guys insulate their mash tun kettles and don't find it drifts too badly over the length of the rest. Plus, if it does go outside the mash temp you want, you can always heat it back up while stirring.
Cooler is pretty cheap to buy. A kettle is usually a bit more $$ to start with, plus the cost of insulation. YMMV.