I do both, honestly though I think plants (especially perennials) ordered from mail order companies in the long run put on a better show.
There shipped in their dormant stage and rapidly take-off. Where plants that are purchased in pots are root bound. The potted plants usually put on a good show the first year. Where the dormant plants increase year after year. I always find that when I purchase perennials in pots they need to be divided by the second year. It ends up being double work. The dormant plants grow for years, look great the second and third year. When you've put a lot of time and money into a perennial garden who wants to redo it the following year.
We all want that instant gratification, like most things instant isn't always the best.
As far as shrubs go I do purchase them in pots. There again it's that instant gratification that I'm looking for.