That depends...
If you need to cancel your cruise, it's always nice to only have to deal with one company. If you book your airfare through the cruise line they will take care of cancellations (that is is you have a refundable cruise).
Other than that I would say it is better to book airfare directly on your own. Fares will typically be cheaper if you book directly with the airline. You will also have more of a selection to chose from: different airlines, dates, times, number of connections, etc.
Whatever way you choose give yourself plenty of time before and after the cruise to make your flights with adding any unneeded stress to your vacation.