ANALOGY: Consider a home weather station as being analogous to home stereo gear:
• ALL-in-ONE = Integrated Weather Station = Integrated Stereo, ie: everything is contained in single enclosure.
• SEPARATES = Component Weather Station = Component Stereo, ie: separate CD, turntable, AM/FM receiver, amplifier, etc,.
PROS & CONS:
• INTEGRATED = when one thing fails, the whole system needs to serviced/repaired; but, no interconnection problems.
• COMPONENT = when something fails, only that item stops working, needing service/repair; sometimes part A doesn't interface with B, etc.
Your intended siting will most probably drive which system is best for you.