As with many things the answer depends. You can run both side by side.
Nether EQBC or DanNet have a significant impact on your CPU usage.
If all you are using EQBC or DanNet for are issuing commands the differences are minimal.
The real question you need to ask is:
Do I need either or both for the tools I want to use?
To dive into the weeds the major differences are:
DanNet is more of a "on demand" service. It does not require a server so its easier to get started and go.
EQBC requires you to setup a server and have each MQ client connect to it so you need to know a little bit about network addresses to get it setup and running.
EQBC has been around a long time and the original author wrote several plugins such as
MQ2NetBots which uses EQBC to pass data between clients. The data it sends is defined at compile time so if you want to add a new field you have to get someone to change the source code.
DanNet on the other hand is designed to flexible with regard to the data it sends. This means its only pushing the data you need for your script. This makes it lighter weight.
I've run EQBC with 40+ clients across 3x machines with no problems so neither one really pushes enough data to cause network issues.