You haven't said what type of data is on the DVD-R but if it's DVD-Video then there's not much difference and it depends on which you prefer if you're storing the data.
For DVD-Video I prefer filesets as I usually don't retain the data and it saves having to mount the ISOs but that's personal preference.
Others prefer ISOs for storage purposes but you can playback filesets in exactly the same way. Some media streamers can read ISOs directly so they can be handy in those circumstances.
If it's a data disc and it's bootable then the ISO method will ensure that the copy is also bootable.
It's horses for courses really as it depends on what your requirements are.