It depends. If you have your own PBN that has a good link profile, then it will be a lot more effective, why? because you can choose to ONLY link to your money site, and that too, from the home page. This is going to give you a lot more power than buying guest posts on an orphan page (even if it is on a good site). But Guest Posts if done well, are the legit (right way) of building links. This is how you get powerful legitimate links that you do not have to hide or be shady about, as long as you keep them natural. But compared to a strong link from the home page of a PBN, their link power is not the same.
Both have their use cases, but the issue with PBNs is that those links are not natural. No webmaster in their right mind would link out to from their homepage, unless they are obvious link sellers that will do it for a high fee. Another thing with PBNs is that if you are building a site that you want to flip, you really don't want PBNs powering it up since the buyer would be hesitant to purchase it, and this is going to drive the value down.
Now if you go to the BHW Marketplace, I would advise you proceed with extreme caution. Almost everyone here sells garbage links. If you're buying a guest post or a niche edit, and the seller does not let you choose the sites beforehand, then it is a big no, run away. If they show you the sites, make sure to vet them properly, they are often selling $30 links for $100 here, these are links from sites that will sell to anyone, they're just guest post farms that should be avoided at all costs.
If you're buying PBN links, the only way to get something worthwhile is monthly rentals, since the seller has an incentive to maintain the network (monthly on-going payments). One off links are not going to do you good since they will be whored out to a maximum number of buyers with no incentive for the seller to maintain the network. After a while, the domain will just expire and the seller is going to move forward with a new domain to sell more links, and the process keeps repeating it self.
Link building, in either case, is only effective if you know how to vet the sites yourself, or you find a provider that is legitimate and will offer you natural anchor placement on relevant sites (this is going to cost you money). If you're interested in PBNs, find a monthly rental service that will give you strong links, but this is going to cost a lot more in the long run since you have recurring costs.