Whatever works - it's nice to have options.
Kind of like "North Up" vs. "Track Up", it's a matter of personal preference and you can't go wrong either way.
On my 496, I've repeatedly tried the full screen map with the superimposed "heading indicator" to get the benefit of the larger map view. Many Garmins I see in the field are set up like that...
But I always go back to the split screen with full "HSI".
(Looking at that image again, I'm reminded that even VFR in my Light Sport I use the faux "glideslope" to help manage descents. Not sure if it shows in other views, and certainly off topic to your question - sorry)
Anyway, no right and wrong here - play with both. And you might find you like one for enroute and one for approach. For consistency, I might not like going back and forth, but let us know what ends up working out for you!
Small point - on most of these, the compass rose is showing ground track, not heading, though some may be plumbed to remote compasses and such for actual heading info, I assume. I recall the Avidyne allowed you to choose among several options.