Ideally you’d use both. Something like a pihole to serve as a first wall of defense for the entire network, and then additional things like uBlock Origin for any device with a browser that supports it, for some more granular control.

This is how I keep my home setup.

The pihole has a fairly loose blocking setup because some people in the house need access to things that would normally get blocked and I’m not spending weeks unblocking specific things until everyone is happy.

Behind the pihole everyone has their own suite of browser extensions and software to block what they would like at a much more personal level.