There are pros and cons to both. You can't
make a hen go broody, and she can only hatch 10 or so max at a time. However, a hen's hatch rate is usually superb, and she does all the work.
An incubator you can pull out at any time, and incubators can hatch pretty much any number of eggs you want (from tiny 3-egg models to huge commercial incubator-rooms). However,
good quality incubators are somewhat expensive. Notice how I put good quality in bold. That's because you can get a cheap farm store incubator for less than fifty dollars, but they are usually hard to control and have bad hatch rates. A good small incubator is the
Brinsea MiniAdvance. Many people on here use
Brinsea incubators with great success. I personally hatch in a "farm store" styrofoam incubator, but I ended up spending over a hundred and fifty dollars total in buying a fan, egg turner, multiple thermometers, etc. Also it has cost me a lot of heartache in bad hatches over the years. When buying an incubator
don't go the cheap way.
I would also suggest you check out all the fabulous hatching threads here on BYC like Sally Sunshine's "Incubating w/ friends," and others.
If you have a broody hen right now, I would say let her hatch the eggs, although in NY in February it is pretty cold, isn't it? Keep that in mind. You can always buy an incubator, but you can't always have a broody hen.
Hope this helps. Happy hatching!