There is no preferences. You should choose based on what you are going to do. If you are actually creating a SuiteApp, then go with it. If it is a customization, then go with customization project.

Do you have to be part of the SuiteCloud Developer Network to create a SuiteApp?

Yes.

@NickSuite Why? I created SuiteApps before without it, we used it on one account, without publishing it to the store.

To publish SuiteApps, you will need SDN account.