I started breeding KittyCats just over a year ago after falling in love with the Firestorm 2014 KittyCat.
At that time, I had no idea there was a secondary market. So I bought several kitties from the Marketplace. Of the 8 kitties I purchased, none came to me. I didn't know that I had to be in-world to receive my KittyCats because I thought it would be there in my received folder like other Marketplace purchases. I reported to the sellers but unfortunately, I couldn't get all of the cats back. SL as usual, borked the whole thing.
After that bad experience, I have never bought from the Marketplace again. And because of that experience, I am too scared to put my own cats on the Marketplace. I wouldn't want a buyer to go through that and I wouldn't know what to do if it happen. Of course, this is just my own experience.
A few months ago, I saw the RM profiler all over the secondary market and it has made my KittyCat purchasing easier. I would usually prowl the secondary market almost daily. I still do this sometimes because it's so interesting to see the cats in-world but browsing the profiler website has also made it easier to just teleport to these cats in-world and check them out.
So to answer the question, I prefer shopping KittyCats in-world