If we're talking apples to apples here--by which I mean the same software build number--the official update will pretty much universally be superior to the preview version solely due to the fact that you get the OEM firmware update with it. The software itself will be identical from build to build.
For those of us who are developers, the preview program is a great way to get a head start incorporating upcoming OS features into the apps you're writing for the platform. (getting them to work with "Hey Cortana", for example)
For those of us who, like me, are not developers, it's a great way to get access to those exciting upcoming features-providing you're willing to take the risk of the update hurting your device's performance somehow. I ran the preview software on my previous phone, the Samsung Ativ S, without any serious problems. It was a great experience, and my Samsung has a more recent OS build than my new Lumia 830. Even though my old phone is still going strong on the developer preview, I've thus far opted *not* to DP my Lumia. This is partly because the most recent feature additions are things I didn't particularly care for, like the battery percentage on the battery saver live tile. If I need to see the percentage, it's in the action center. The other part is that even with a battery that has 100mAh smaller capacity than my Ativ, my Lumia lasts about 30-40% longer under similar usage, which I suspect has a lot to do with already having the updated (Lumia Denim) firmware to correspond with the software. Everything is properly optimized, and the phone runs so smoothly that I don't really want to mess with it. If the next Developer Preview build contains a feature that I really want, like a version of "Hey Cortana" that works on the Snapdragon 400, I may reconsider.