Pocket WiFi has the added benefit over SIM card purchased in-country of being able to be used in other countries, if you decide you want to visit other countries besides Korea.
I personally prefer a SIM, since I can use my phone as a hotspot if I need to connect more devices. However, you will need to make sure that your phone is unlocked, which can be problematic if you got your phone subsidized by your carrier. You would want to call your carrier to check if it can be unlocked before buying a SIM card.