It's different 
It's up to you to test it. If you notice no difference and don't care about the following points, then I suggest to stay with the default behavior (webhook)
Faster: websocket
I observed ~50ms faster with websocket to receive an event
I guess you can easily test it with 2 different config nodes (one using webhook and another using websocket) and compare events
Reliable: Technically, probably websocket (but never hear issues with webhook)
With websocket, in very specific circumstances, you can have delay between reconnect and lose events. But you can have the same issue with webhook (loosing event with connection issue). The only difference is that websocket can notify you that connection is dropped. For now the only notification is on the log (there is no message sent in your flow)
Complete: webhook
websocket event doesn't have all attributes that webhook event has.
websocket can have some duplicate events (see this post)
Supported: webhook
websocket: This resource behavior is an internal implementation of HE. Developers can change it without announcement. Then if the delay between ping/pong or path change, it will break nodes connection.
webhookd: it's the only official documented way to receive event outside HE. I guess that if the implementation change, it will be in the changelog
Secure: webhook (if configured)
websocket: If you enable SSL/TLS for hubitat server configuration, you will have a wss instead of ws connection. But the url remains static and easy to know.
webhook: you can use https with basic authentication
Summary: without starting a debate, since most of us use it on local network, it's not a big point.
