Your question is in two parts.
1. Are they any good. The answer is yes.
2. Or is it better to have a drilled tank with a sump installed. The answer is yes.
I've had both kinds and by far prefer adding the sump later. I build my own using a tank and some acrylic baffles. I just changed my sump out and really upgraded it. I took two 20 gallon long tanks, drilled them, connected them and made one a 20 gallon refugium and the other houses the returns and skimmer. You can't do this kind of customization with the all-in-one tanks. You can do some, but not to the level you can with a drilled tank. You are also going to increase the overall water volume and that's beneficial. I have a 210 gallon tank and 40 gallons of sump, that extra 40 gallons makes a difference.
So, all in one's are good, but in my experience drilled is even better. Pick the one that will work best for you.