This depends on your needs and goals. Both exercises target the glutes and can help to develop glute strength and size. The glute bridge is typically performing with your shoulders in contact with the floor with your bodyweight acting as resistance. The hip thrust is typically performed in an upright seated position, against a bench or something to support your weight.
Some people may feel better muscle contraction with the glute bridge and some people may find that the hip thrust provides better muscle contraction which can drive their preference over which exercise they use, but that’s not to say they can’t both be incorporated into a workout routine