Mechanical locks (dial) tend to be a bit slower and more difficult to use, but are also more reliable. A locksmith is needed to change the combination.
Electronic locks are faster and easier to use, but less reliable. You can change your own combination.
Most good quality electronic locks have the battery mounted behind the keypad for easy replacement when the batteries are dead and the safe won't open. Quality locks also do not have key backups.
There is a price to pay for the convenience of electronic locks. More likely than not, the lock will fail eventually, and you will be looking at the expense of drilling the safe, repairing the door, and installing a new lock. In some cases, this cost can exceed what you paid for the safe.