depending on the room and setup...
Smaller setup (when sitting in the same room with the amp and mics and/or sims) DI/SIM seems best using the studio monitors and not closed back headphones to setup the tone.
When you use speakers to set up the sound and tones , imo, its less work later. Spending a bunch of time setting up the sound in closed back headphones is almost worthless because it then sounds so different later when mixing through studio monitors.
if you have the bigger setup (the amp and mic in another room and eng in control room) a mic and amp would be my pick.
that was always frustrating to get a great tone through the closed back headphones and then at playback it was like shit..thin..required a makeover and massive work.