I'd go with the internal NIC unless it was absolutely necessary to do otherwise (as with an i-opener and some laptops). They are cheaper, offer more throughput, are more supported, and use less processor time than the USB network devices. About the only reasons I can think of to go with USB (if you don't have one of the above mentioned devices) are if you are uneasy about tinkering with your computer or if you have no more slots available.
~bex0rs