I'm in the same boat of training my own. It depends on your skill level honestly.
I find breeding for a foal yourself is really the worst option though. You don't know what you're going to get, male or female, dominant or gentle, strong willed or quiet. Then you have to wait a year for the birth, wait for them to be weaned, at this point you can start short 5-10 minute leading sessions, but can't do much actual ground work until 1 1/2, but really the attention span doesn't come until 2-3 years and you can't ride until 3-4 years depending on the horse and then you have to take things exceptionally slowly.
I adopted my mare, 7 year old draft horse untouched. She's been magnificent, I didn't have to wait for anything, just train her up and go. Adopt/purchase 4-7 year olds is my ideal option, if they have basic manners down all the better. The horse is more ready to learn, mentally and physically.
Trained horses are fantastic to buy, but it's not all that often you can get a horse that you don't need to untrain and retrain again before they're useful in what you need. Unless you're looking for high class competitors.