Well, it depends on purpose and preference. Guitar Pro 5 (six sucks terribly) is a pretty damn good program for writing and arranging guitar music that you can rehearse and tweak to your liking before recording. Unfortunately, that's pretty much the extent of its use. Writing polyphonic symphonies with it is out of the question and I don't know how you would easily write dance music with it.
But like I say, I'm a guy who likes to have the whole piece "composed" before recording any live instrument(s) and the MIDI sequencers found in DAWs aren't always ideal for that purpose.
Some people I know just hit record and go nuts with their guitar, clarinet or whatever, but I've never found that to be a good method myself. If you decide you want to change something in the audio, you have to re-record that part again and I also find that method usually doesn't "push" your technique much. I find that whenever I just hit record and just jam on guitar, I tend to dumb-down my playing and stick to something simpler. If I write it out as MIDI, Tab, Notation etc. I tend to write something that I must practice and really think about to get it right.