From your picture, it looks like you're running a Soft Top and half doors now.
Switching over is easy - just find a hard top to buy. You'll need to remove some hardware from the soft top, like the drill-in header bar above your windshield. You'll need some gasket tape for the hardtop. Very minor things, and it's easy to install a hardtop.
Here are the bad things:
Hardtops ain't cheap. They're hard to ship, so make sure you include shipping costs when you price them out. They're hard to store over the summer, especially if you don't have a garage.
And on a YJ, you need to be careful about matching your doors. There was a "miscommunication" back in the day between the soft top groups and the hard top groups at Jeep - soft tops used a square upper door, and hardtops used a rounded upper door. So your upper doors might not work with a hardtop that you buy.
As far as which is "better" - I can't answer that. It's a personal thing. And personally, I like having all the options. So I've got a hard top and a soft top, and a Bikini top. But that's not reasonable for everyone.