If your PS3 supports the "full" exploit, always choose CFW. It is the "jailbreak" standard. If you own a Super Slim or a later Slim, you are stuck with HEN.
As Sony shuts down the PlayStation Store on legacy consoles, the ability to install CFW becomes the primary method of game preservation. Players can back up their own discs to the hard drive, ensuring their libraries survive disc rot and hardware failure. ps3xploitme full
The user navigates to a local or remote server hosting the ps3xploitme_full.js script via the PS3 Internet Browser. If your PS3 supports the "full" exploit, always choose CFW