This way http://www.sitefinity.com/40/help/developers-guide/sitefinity-essentials-modules-creating-custom-modules.html
is useful when you are going to build a complex module, since the other way is useful when you need to do something quickly and you don't have to spend much time on this implementation and support it later. The second way allows you to use some simple user controls and put them directly on the backend page, since the first way requires to use class libraries and mainly custom controls.
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