That is going to greatly depend on your scenarios.   

Exporting data and creating custom dashboards is definitely an option and will allow you to join with your data that Intune doesn't have, and create custom views and dashboards.  Another benefit is you can store historical data, and generate those kind of reports.  However, this is more complicated to build and maintain, depending on your experience.

In Intune, we are continuing to expand Explorer's capabilities and combined with Device Query you will be able to use or create custom queries that can become a good in-console solution, and we are exploring how we can continue to make this better.  These approaches will be simpler to create and will be hosted in the Intune console.

Hopefully this gives you some insight how to think about choosing the best path for your scenario... you may find you use both, for different situations.

-David Guyer
Principal Product Manager - Intune

For custom reporting views, I would highly recommend checking out Explorer.
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