"Add web reference" vs. wsdl.exe

Hi,

I'm a little bit confused here... I've been told to generate a proxy class using wsdl.exe with a webservice url. That's working.
But I also know it's possible to use "add web reference" in the visual studio environment. Which is better to use? When should I use a-w-r and when is it more appropriate to use wsdl.exe?
Difference?

Thanks!

/Martin

Anyone know the difference between wsdl.exe to generate proxy class, or "add web reference"? Any differences in execution?

Thanks