Smps feedback method
It really depends on your requirements.  Secondary side feedback with an opto and usually a shunt regulator provides direct feedback of the output voltage.  However, optos vary widely in gain with age/temperature/etc. making the control loop a little harder to design.  There's also the expense of the extra components and the physical space they take up, including creepage and clearance distances.

Primary side sensing is simple but can be prone to regulation issues due to leakage inductance and winding resistance in the transformer.  Some controllers have fairly sophisticated ways to compensate for some of these effects, but that increases the difficulty of the design and often puts a burden on the construction of the transformer.  (Transformer construction has to be consistent or performance will vary.)

In general it's probably easier to troubleshoot the opto feedback approach since you're directly measuring the control variable, but I wouldn't say that either approach is a lot easier than the other.