Whats better Brush or Brushless?
The answer is it depends.
Some of what it could depend on is how much money do you want to spend, is the motor likely to be used in a situation where it's better if it is disposable (like mud boggin in an r/c truck), how important is spool up time (brushed motors spin up faster because of the direct input, vs the sensor driven modified a/c of the brushless, ie brushless direct drive on a heli's tail will really have to be tweaked to get similar performance as the inexpensive brushed versions), are you past the learning curve to the point where you feel like you are ok risking a bigger investment, etc.
Brushless generally makes more efficient use of power (ie less wasted as heat compared to brushless). If you take care of the brushless they have many times the lifespan of the brushed motors. It also could depend on if you want more power for your r/c, because they waste less energy as heat, you can generally put a bigger motor in for the same run time and have more power, or put a motor in that puts out the same power as the brushed and get longer run/flight times. If your brushed motor is a bit underpowered for the application, ie it has to run at the peak the whole time to get it to do what you want, they tend to burn out quite fast, and brushless would make sense there. Also if your motor is more enclosed so it traps more heat, brushless makes more sense since it is more efficient, ie produces less heat for the same powered motor.
For that heli in the pic you're looking at a belt drive tail, and those usually work better for a brushless upgrade than the direct drive tails. So if you have the money and you want to try it out, it might be worth it.