Generally Speaking,Dos emulators are much preferable for some reasons.
1)If emulators configure it properly as well as memory, they gives good emulation as compared emulators in windows.
2)You don't need to wait for start or shut down.Just Put the power button Off as you do in original arcade machine.
Mostly people use windows version to get rid of different problems in
Dos ,like settting a sound card, disk cashing ,memory expension etc.
you need to configure all these your self in dos.