For many people it is a no-brainer: chip antennas are easy to buy and install. However, they are usually is very sensitive to placement and the environment around them. Chip antennas use the whole ground plane of the PCB to radiate, which makes them very dependent on the ground plane size and its location.
In a datasheet of every chip antenna one will find a reference board size - this is very important information, as all the specified in the datasheet antenna parameters are guaranteed only on similar to reference board PCB. That's why many wireless devices suffer from poor connectivity - an off-the-shelf chip antenna can perform differently in the new environment and requires fine-tuning (or redesign) to behave properly.