If you're going to do under desk cable management, try Startech raceway (pictured is 2"x2", but you can get 3"x3" too, for almost half the cost of that metallic monstrosity. I got the idea from Edward Lee.

My bad. Also, it's easily cut to length with a hacksaw.

I think it depends on a few things, for instance, my desk won't hold sticky adhesive stuff well. I have a lot of cables for 2 monitors and a number of accessories, and I like changing things around periodically. I have a sit/stand desk so I need to consider that. For all those reason's I'd pick the first option over the second. For me I chose a cable raceway that encloses the cables and lets me move/change things. I screwed one of these under the length of my desk: https://www.amazon.com/gp/product/B00008VFAP/ I also mounted some power strips with screws. There's no 'best' only better choice for your situation.