For me it completely depends on the speakers and the headphones, and when I am to listen and to what. If I am listening to a podcast at lunch for example, I definitely prefer my Audio Technica ATH-M50x headphones (see ATH-M50x Professional Monitor Headphones || Audio-Technica US), it's just easier to hear what they are saying in comparison to even some of the best speakers. On the other hand, if I am to watch a movie or a series (can't wait to see the new game of thrones episode today!) on for example my outdoor projector "cinema", then of cause I will want some excellent outdoor speakers. I use the Definitive Technology AW 6500 for anyone who is interested, see 10 Best Outdoor Speakers 2015 | Consumer Top. My answer is therefore – I like both, but it depends on the situation.
