Both approaches have their advantages. PCI or PCIe shouldn't matter since PCI can handle the speeds that wireless connections need easily. As with the other answer, i'd decide based on available slots, and use the slower slot for it if possible
USB is pretty close in speed to wireless, but it has the advantage of better flexibility than internal adaptors.
I'd prefer internal for a desktop since i won't be removing it, and protruding things tend to get caught and damaged.
If i want to switch it between systems (as part of a test toolkit, or for a older laptop), then i'd go with USB
Agreed that USB is more flexible THAN PCI/PCIe. In my experience the device with the better antenna, especially a high-gain antenna, will work better. Both have the ability for the antenna to be moved away from the computer or placed up higher, USB through it's own cable, and PCI (or laptop card) through a possible SMA connector to the antenna. – Bratch – 2011-09-22T18:30:35.793