Now, I am not using both.I have installed apache httpd, php 5.3.3, mysql, phpmyadmin, filezilla ftp server and hmail server.This taught me how all these things together works, and best about this is that os is very well aware that these things are present, so other applications can use them too, while in case of xampp or wamp you have to tell it manually.
Well for a begineer or for portability purposes xampp or wamp is good.XAMPP helped me to continue web development when my hard disk died and I was using live cd of ubuntu and my 2GB usb flash drive to learn zend framework.