Retroarch uses the cores from the other emulators so in 90% of cases, you are better off with Retroarch. The only systems I can think off where you would be better off without it is the Sega Saturn and Mame. I also prefer Mess for Mess systems like Colecovision, and even Atari 7800.
If you want max compatibility you will need to setup 2 emulators in some cases. Retroarch as the main one and a secondary for those rare games that won't run under certain cores.