Nothing is better or worse. It's purely your personal taste. In case of # MAME sets > 10000 and multi terabyte hds, neither of the options do really matter...
In the parent/clone case, you only force yourself into a split merged collection but the chance that you change your mind to use full merged is relatively low anyway...
In case of the nodump it's just either having a file more or not. It might be possible that the clones do work with a file from the related setsbut it also might be that they don't...so..again...personal taste...