I guess it depends on what you're making and your overall knowledge on each.
Sine and Cosine
Sin/Cos is good for making quick and somewhat smooth curved lines, especially if you want it adjusted to a specific x and y coordinate for where it starts, ends, and how curved it is. It's also pretty good if you want to adjust it easily, adjusting angles in it is a little hard though. Here's a trail art I used a lot of sine/cosine in. (It's on my other account)
Turn and Move Forward
The turn block is more simple and is easier to generally understand than sin/cos. It creates lines that can be smooth, but can also be jagged depending on how quickly you choose to make it. In trail art, I usually use a combination of both sin/cos and turn/move forward, but I prefer turn and move forward. Using turn and move forward is less exact in terms of coordination, but it is really interesting to adjust and experiment with. You can use multiple values and also change x and y blocks to change the effect. In my opinion, the turn and move forward strategy is really underrated compared to sin/cos because it can be slow if you don't adjust its speed.
Tutorial for making Move forward/Turn Faster
Usually, you start with this.
(Tap to view the photo)
This is a code for a circle, but it's really slow. Here's how you make it faster. (Not using set speed. Set speed makes very little difference, I don't recommend it.)
Here's how it works. You pick a number, I used 8.
Divide the number of times it repeats by your number (8).
Multiply the turn degrees by your number (8).
Multiply the move forward distance by your number (8).
The higher your number is, the faster it will be, however don't make it too fast or it won't be smooth.
I find it a little more complicated getting the perfect lines with this because it takes a lot of adjusting, but for many cases, this technique has a better look when you're done.
Here's a project I used turn and move forward in a lot.