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Do I have to choose one over the other? They are different things, for different purposes. Memory palaces are excellent for memorizing sequential data, such as numbers, cards, lists of words, etc. Anki is an excellent flashcard program for memorizing direct associations, such as your 000-999 assignments, or world capitals, or language vocabulary, etc.
I think there are lots of variables for this question, so neither is the better way. Plus the two can be combined. That said, I prefer memory palaces.
I think it is really important to consider your purpose and needs. If you need to learn fast and rigorously, then I have no doubt that Anki would be the preference. I have tried it for learning a language and found it to be very effective.
As a writer, I spend so much time with a computer (or other device), I don't want to spend any more. A lot of my memorising using memory palaces is done when I am cooking or gardening or getting dressed or showering or housework or walking or ... I can do it during minimal-brain activities. I always memorise while doing my daily long walk. It means I am not having to find any new time to do the large number of memory experiments I am doing.
I don't travel to work. I have an office 10 steps from the back door. Most people I know using Anki do it while travelling to and from work.
So I think the preference depends on the topic, your lifestyle and your purpose for learning. I expect I will return to Anki when I have less time committed to a screen for work.
I'd love to hear other people's opinions!
I use Anki but not the way it is supposed to be used. I just use it for spead reading or skimming of all my images on a daily basis. The main advantage of anki in my opinion is the search option, for when I have an image in mind but I am not sure what number I have associated it to. It also speeds up editing in making it easier to locate repeat images.
All the images I store in Anki are also placed within memory palaces.