DAX Studio has a much better interface, with features like search and replace, built-in DAX formatter, etc. The downside is that while developing measures in DAX Studio is a much better user experience IMO, in order to test/run your measures you need to copy them back into Power BI.
Thus, for me the best solution has been to continue to work in the subpar DAX editor within Power BI, but to learn the keyboard shortcuts that dramatically improve the functionality of the built-in DAX editor (I actually printed them out on a mousepad to have them always available). If you go this route, check out this thread, where a number of us on the forum compiled a list of our favorite keyboard shortcuts, and posted the printable mousepad file:
Hope this is helpful.
- Brian