Medium -- mostly because Medium's domain authority is undoubtedly higher than a personal website, especially if you're just starting. More people will see it.

Plus, there's a community, so engagement is higher.

You can also consider pitching your story to various publications so you can get a swanky "as seen in" attribution (and backlink for your personal site to grow that if you want).

If you grow your profile on there, there are monetization opportunities too.

I just use beehiiv for everything. Mine is ben-makes-stuff.beehiiv.com/

I use my personal site. It’s been around longer than Medium and is likely to outlive Medium too.

The distribution mechanism built into Medium are nice tho. Especially when starting out

I have been using my personal blog for over ten years now, and I only publish there. Have created my own audience which is growing and shrinking from time to time. Gives a sense of autonomy and ownership. But it all depends on your goal: do you want people to read it (and which people?) or do you just want to get the story out of your system. Personally, I always have both goals: I write to think first, and share it with the world because I know people enjoy it.

I share my daily learning on 𝕏, and write newsletter on Substack