In many cases, you won't have a choice. If you have less than 20% for a down payment or are a first-time homebuyer, there's a good chance your lender will require an escrow account.
It's possible that if you put down at least 20% and have a history of paying your mortgage on time, your lender will allow you to forgo an escrow account. However, note that an escrow account may be an advantage; it's convenient to write one check a month to your lender and let them disperse it to the taxing authority and insurance company instead of writing numerous checks each month.