WordPress and Web Hosting

Hi there, im starting a new project with a client and this is the first time that I have used wordpress to create a website.

I currently have my own server with a domain that I use to test websites out that I create. I have wp set up on this.

Is it easier to set up the whole wp website for my client on this server – the move it to their server (which is with a completely different host to mine)

or…

Is it easier to make a test site on their server and then when the project is complete change the wp site to point at a different domain ?

I am very new to this so if anyone has a link to somewhere that can show me how to do either of these I would be very grateful