I've used both, and I prefer Guest Services at the entrance to the Park.
When we arrived at DLRP this past visit, we headed straight for the parks before checking into our hotel, so it just made sense to leave our suitcase at Guest Services. Your suitcase is given a numbered tag, you keep your receipt with the corresponding number on it, and you give this back when you reclaim your suitcase.
On our last day, we checked out of our offsite hotel in the morning, and again took our suitcase to Guest Services. We were travelling back to CDG by train, but taking our case to the train station in the morning would have meant a slight detour to the train station then up the stairs from the concourse to the baggage lockers. Besides, it doesn't cost me anything to leave cases and bags at Guest Services

. Theres no detour with Guest Services - its right there, at the turnstiles entrance to the Park.
One thing about taking your baggage to Guest Services to remember - as you go through bag check security to the Parks, you do have to open your case. They don't rummage about though (I nearly had heart failure when the CM there told me I couldn't take my hair straighteners any further - lucky he was joking

).
Elaine