I think none of them is better than the other. Try out both and type 'gl_wireframe 1' and 'r_speeds 1' in the console, to show the difference between the two ways.
Anyway, I personally prefer the second way. It's easier to work with for me (maybe because I'm used to it... :)).
About hollowing a brush to create a room: it's quick, but on the long term very hard to work with. About adding doors, putting a door brush in front of a wall often looks bad. Instead, slice the wall brush in two, create some space between them and put in a thinner brush there (and a normal brush above it, doors don't reach the ceiling very often). Be sure to check the floor, sometimes I forget there's a hole there... leak...