Pstate on some systems is still in the unofficial stages. You may run into some situations that performance isnt as good. Generally it leads to lower power consumption but exactly how much is more determined by your workload and how frequently you idle.
The easiest time will be to stick with ACPI as you wont need to do anything for it, but if you want to try out Pstate its not going to hurt you or anything.
The answer isnt definitely yes or no, its just a “if you want to”
Pstate is fun to tinker with and try out, but if you want hands free experience ACPI is your best bet