Moving character via animation VS script

I can animate walks, runs, jumps, etc in blender and import those into unity, and the player GameObject will move with the animation. I could also have each animation not move at all (for example, the running animation would just be running in place) and do all movements from script.

I have already tried the first option before, and it works very well. It doesn't need a character controller and can still climb stairs, is affected by gravity, etc. This is how it was done in the official Mecanim tutorial.

Which is the better option?