Built-in, as in a chip soldered to the mobo, or as in a discrete WiFi card that fits into an m.2 slot ?
In my experience with both desktops and lappies, the former is usually ok to sucky, the latter is generally pretty good to way better....
The nice thing about the m.2 cards is that you can upgrade them when the next faster version of WiFi comes out, which is generally not possible with the soldered chips (except for someone with better than average electronics knowledge & skills)
And yes, pcie cards & USB dongles will normally work good too, but generally require more complex drivers, so they may or may not work with any given system...
I always go with ethernet if it is available and easily accessible, but sometimes it is not, so it doesn't hurt to have a "Plan B" so you can stay online as needed....