It depends on your expertise and network environment. For home business and small business without Domain controller, we recommend to run DHCP/DNS on the Router.
If the company has Domain Controllers, we recommend to use Windows Server as DHCP/DNS server because it is quicker and easier to administer and troubleshoot as you can go through logs and Event Viewer. Also, if you have two Windows domain controllers, you can configure two DHCP servers for redundancy.