If you have sharepoint already I would integrate, traditionally there has been a perfromance hit in doing this (SQL Server 2005/8 on SharePoint 2007), but in the new realease this has largely gone away.
With SharePoint Integration you get integrated security and the reports can be either via web parts or simply appear and behave as documents.
Having said all of that I wouldn't invest in SharePoint just to do this, so integration is the key i.e. reporting integrated with scorecard, documents etc.
Hope this helps Andrew