Hi Brian. As per above the seperate flash unit is the better option,it gives you more control in its use, you can use it off camera, bounce it off walls and ceilings and it is generally more powerful than the onboard. Why does this matter?, with a flash mounted on or in the camera pointing at the subject a couple of things will happen (assuming a person is the target) you will almost certainly get "red eye" as the person will be probably looking toward the camera, the image will look "flat" devoid of shadow which give the features shape, if close to a wall cast a harsh shadow and generally the image will look washed out.
What bouncing the flash achieves is a more even spread of light and less flash hot spot, which creates a more pleasent picture. The add on flash uses its own power so does not drain your camera battery, and being more powerful the distance between the camera and the subject can be greater. That said use the onboard flash is you really need to, I use a clip diffuser (from Flash in the pan) when I have no option but to use the onboard flash (no external with me etc).
As external flash and cameras talk to each other you may need a dedicated compatable unit.