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