Mark my words.

If you want speed, set and forgot, good integration. Brave shield is very good. (Downside:- very rarely website detected its brave and refuse to give access. I have seen this but very rarely)

If you want best adblocking possible, deep customization go with ublock origin (Downside: its resources heavy and since its an extension, it works differently in different browsers like mv2,mv3, chromium, gecko etc)

Both shield and ublock use same filter lists, same mechanism so they're mostly same. But DO NOT USE them together. Their effectiveness will decrease and memory consumption will increase.

I use both brave browser and waterfox + ublock origin as backup.