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Using a webhook, you can pass the data to an external service, which in turn loops back and creates a Marketo Custom Object, which is far more usable than an SFDC Custom Object within Marketo (you can view CO records in the UI, for example).
However, this does mean you're using an API call for every form post. So always put an upper cap on the number of calls such a component can use each day in case there's a DoS event via your form.
There is an advantage of using SFDC Custom Objects, purely from the standpoint of API and webhook usage. In theory, you only need to update a Textarea field, let that sync to SFDC naturally, and use Apex to create the CO. That CO will then sync over to Marketo. But I would go for the Marketo COs as they're that much better to work with.