I do both not only from security perspective, but also for the ease of access for users (SSO).
SSO as long as there are multiple options. MFA as long as it is real MFA, SMS is not MFA,
I trust MFA
SSO is a security concern if it is used in third party websites. There has been a recent spate of breached including Flipboard where social media SSO application tokens eg Google, used for authentication were leaked.