I got the impression that Panel is better. Is that true?
What advantage does one have over the other? What reason is there to use one over the other?
wx.Window is the base class for all widgets (not necessarily all windows - the name is misleading).
wx.Panel is a subclass of wx.Window, which is more tailored towards containing widgets inside it. For example, it by default allows moving between widgets using "tab", and handles a focus event in a way that is more useful with child widgets.
wxPython: What is the difference between a wx.Panel and a wx.Window?