This is based on personal preference! I like to bake my meatballs because it is fast and ensures all meatballs cook at the same rate. Cooking meatballs on the stovetop may cause some meatballs to cook through in the middle, while others lag behind. For this recipe, there is enough flavor in both the meatball mixture and the sauce, that adding the meatballs to the sauce later won't affect the overall taste.