Since the word "better" is subjective in this particular context, the answer is a resounding, "It depends." I know that is not the answer you wanted to read but it is the correct one. If you are more comfortable working with an outside program, it may be better to create it outside then import it. If you like the internal editor and can work with it on your simple graphics, it may be best to use the built in editor. Only you can decide which method is best for you.
Personally, if I am just making a simple shape to use in a mock up or example, I use the internal editor. It is quick and easy to throw together a simple graphic and I don't have to take the time to switch programs. However, if the graphics I am building are going to be used in a real project, I will always use a more powerful image program to create my graphics no matter how simple they are. Even if I think it will stay as a simple box, there is always the chance I may decide sometime in the future to add more detail and I won't want to start from the very beginning. Having the image in a format that supports layers makes alterations much easier in my opinion.