It's harder to ice a cake smooth, but using a comb is easier for beginners (as long as you aren't using that cheap plastic Wilton one that falls apart). The triangle-shaped metal ones are good. You don't really need to "practice" using a cake comb... just do it (if you comb off too much icing, just apply a little more with the comb to fix it).

Stencils are a bit trickier and harder to use than cake combs, so I'd recommend practicing first until you get the result you want before doing it on a real cake.

So begin with a comb and progress to a stencil, but the two techniques can't compare because they yield totally different texture results. It's been said that combed cakes are usually done by decorators that can't ice a smooth cake. Stencils can present a more elegant and professional-looking design.