That is largely personal preference. I really like a close fitting, compact glove, this is why i loved the GN 2012 Legends.
I like to feel the ball and have flexibilty, this comes at a price, as there is less protection, arguably. But a decent set of inners and the correct technique should be enough.
Many people like to have a big meaty glove with lots of padding, to the point where they can barely feel the ball when they catch it.
Try them both out, and see which you prefer. Like so many things, there is no 'right' way.