It is very difficult to predict which setup will perform better in advance. The simplest approach is to try both and compare. If you are in an urban area with a high RF noise floor your best setup could be a Pro Stick Plus and the external filter. If you are interested in optimizing your setup then I suggest getting the Pro Stick Plus and comparing various combinations of parts (try the Pro Stick Plus with and without the external filter to compare with your current setup). You can also use rtl_power app on the Pi to look at the RF noise with your setup and try to infer the necessary filtering.