When you say broker, they are an individual or a firm that acts as an intermediary between the cryptocurrency markets to facilitate buying and selling of cryptocurrencies. While an exchange is a platform that you can directly use to buy and sell crypto.
I still prefer using exchanges instead of getting a broker to handle my crypto transactions. I prefer managing my own finances instead of trusting someone else in doing it for me.
But for those who prefers to get brokers, make sure that they are from a trusted firm/group since it is money we are talking about and most crypto scams starts with a broker promising to give you 10x your money.