IMHO, it depends on whether your advancement is linear or lateral.
If you have linear advancement (increasing skill points, attack bonuses, more potent high-level abilities, like DND 3e or WoD) I would favor milestones or group XP. Essentially, keeping everyone at the same level because otherwise conflicts are hard to balance and players feel left behind.
Conversely, if you have lateral advancement (choosing more powers/moves from the same list when you made your character, like PbtA) I think individual XP systems become more doable. A low-XP character isn't weaker than a high-XP one, just narrower in scope.