It depends on what stage you are in your pregnancy. I was over due and not dilated at all so they started with cervidil then once my water broke they gave me pitocin.
If you have a choice, yes it's better to go natural unless there is a medical reason for you to be induced. I had high blood pressure which can harm the baby so I was induced. If I could have kept her in there and waited for it to start naturally I would've.