As Flash has stated it is dependant on what process and application you are doing.
Personally I hate VRDs.
When I was back on the tools I did predominantly pipe welding with Tig, 7016s and 7018s.
The low hydrogen electrodes are an absolute nightmare to get started with a VRD in the circuit. There may be an art to it but I never discovered it.
A lot of machines manufactured now come with the VRD internally wired into the circuit.I would personally buy an external unit that you plug your leads into, use it when you are on a site that requires it and don’t use it when it is not a requirement.
Good luck whichever way you go,