Tori, I think it really depends on what you are trying to accomplish. What does it mean when you say something one way? For one thing, it means you didn't say it another way. So a choice should reveal something about the nature of the story, whether that's to heighten tension, emotional directness, or convey characterization.
Some stories have been written from the third person focused perspective that relay information on the thoughts and feelings of the character that way to emphasize isolation. They do this because there may not be a lot of interaction with other characters.
Other stories have the characters showing what they think and feel through action. This has a very dramatic feel to it and requires the reader to pay attention and think with the character. This method is often advocated by writing coaches and schools. It is very cinematic.
You could do both, or neither. It just depends on what you want to say.
I probably didn't help much, but I tried.
