Frozen are best, as they are picked at the best time and have the most nutrients. And they keep longer!
However, fresh always taste great, and as long as you use them before they over-ripen, there is no problem with that as well.
Use both. I've switched to more frozen stuff for convenience and so I don't waste food (too many fresh things go bad fast). It's also inexpensive to shop in bulk and buy large quantities of frozen veggies.