I did both. I would guess it's better to make it, because you know exactly what's in it, it's fresh, and no preservatives. Also more options. There isn't much work that goes into making it. You can puree if you want, but a lot of moms just fork mash, or cut the foods into bite size pieces for self feeding. Jars are convenient for on the go and if you're in a rush.
I make it. Pros are that you know exactly what goes into the food that you're feeding your child. Also, it's cheaper. Instead of buying a bunch of little jars for $0.60 each, buy the same food for a couple of dollars and make enough to freeze and feed your child for weeks/months. You can give your baby whatever you want and don't have to search the store shelves for it in the little jar. I've made baby food for both my kids and I haven't found any cons other than a couple of extra dishes (whatever you use to puree the food and the ice cube trays to freeze the food).
I make my baby food and my family was deadset against it. They didn't understand what my problem was with 'regular baby food' and why on earth I would rock the boat by making it myself. They claimed it would take forever and be a waste of my time. In reality, I spend Sunday afternoons cooking up whatever I'm making for her. I cook up the whole thing (a squash, pears, sweet potatoes) and then freeze them in ice cube trays. It's super easy using the food processor and that thing has totally paid for itself already (it was $40).