It depends on your objective! Do you want to characterize a cancer type or understand its pathogenesis then clinical marker. Sometimes clinical markers can serve in diagnostics and prognostics. Example HER2 amplification. Prognostic markers are important to study as they may predict survival, response to treatment as well as treatment options.
That would depend what you want from your research , diagnostic markers would require only confirmation of diagnosis and comparison with a gold standard. However, prosgnostic markers would additionally require follow up , which is difficult to achieve .