Definitely use Ethernet; if you are using a direct internet connection medium (e.g. to a broadband modem), HomePNA (via RJ11 jacks) simply doesn't suffice - you're limited to a link speed of only 1 Mbps.
If your motherboard already comes with onboard LAN, an extra NIC isn't necessary unless you want to use a dedicated connection for each.
I personally use the D-Link (which my ISP provided for me), and haven't had any issues as of yet.