Use the one that does what you need it to do. It is highly unlikely that there will be any appreciable difference in performance. If you find that when you implement it and it's causing issues then re-examine then.
Such broad and generic questions don't generally get good responses. It's better if you ask specifically about something you're trying to do.
i said it
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for modding is better to use message i think, cause u can edit the message ints/coords/string etc, if i wanna add an extra effect i need to use event? thanks!