"Better" is a subjective term in this instance.  The built in firewall uses less resources, is easier to configure, and interfaces with standard applications a bit more seamlessly.  Unless you're one of those folks who likes interacting with a security utility on a virtually constant basis, I think it's better.  You'll probably get lots of comments regarding the oft-repeated statement that "it doesn't block outbound traffic," but the fact of the matter is that if you have a properly configured system (i.e., no P2P apps or unlimited permissions to messenger programs and the like, which should not be the case under any circumstances anyway), outbound traffic isn't what you need to worry about - it's the stuff trying to get in that can really cause you grief.

Thank you for your polite professional reply.