There are really two separate issues here: 1) where is the nestbox built (within the coop vs protruding from the outside) and 2) can you collect eggs from outdoors or do you need to go into the coop.
The two things really are totally separate. You can perfectly well have inside nestboxes with hatches that make them accessible to you from outside the coop. (Or, if you really wanted, outside nestboxes with no outside access).
The only reason to EVER build exterior nestboxes is if you have a teeny tiny low-ceilinged chickens-are-already-squished coop.
In any other situation -- a more ample sized coop, or even a small squished coop if it is tall enough that the nestboxes can be mounted on the walls with room for chickens to walk underneath -- it is really a lot better to have interior nestboxes. Easier to build, plus it avoids a major weak point for weatherstripping and leaks and predator vulnerability, plus in cold climates the eggs won't freeze as fast in an interior box.
In a really cold winter climate I'd suggest skipping outside acccess -- it is hard to weatherstrip *so* well that no cold air seeps in and causes frost/humidity problems, and anyhow it is more comfortable to be collecting eggs from indoors. And going into the coop to collect eggs is a valuable opportunity to check up on things, and IMO really shouldn't be skipped if you have a choice.
Anywhere else, if you have a good reason to want a hatch from outside through which you can collect eggs without encountering chickens or chicken poo, it is very easy to build
Good luck, have fun,
Pat
