As I like to say, "it depends".
There are advantages and disadvantages to both, for instance,
UD devices can be removed and installed adhoc where a pool cannot and unraid will complain if it goes "missing"
Pools allow you to have redundancy, UD devices do not from the gui (as far as I am aware, please correct me if otherwise)
UD can mount network shares etc and not just local media, pools is for local media only.
Etc etc etc, just way up the pros and cons and see what suits your situation and setup the best and use that. ☺