How long is a piece of string?

There are tons of different mobile messaging platforms available--some basic and others with steep learning curves. It all depends on what you need and what your budget can handle. Parse, Mixpanel and Urban Airship are the big ones, but there many niche players for gaming, retail, etc..

If you're a newbie, stick with a platform that offers an SDK instead of hard coding it yourself. This is the fastest way with the shortest learning curve, and many offer free trials and educational resources.

As for format, in-app and push messaging have their roles and one is not better than the other. For example, a weather app might issue a push every morning at 7am, and then offer in-app messaging for specific details and advertising offers. They each have their place. You should also not overlook email and text messaging, which are hugely effective at reviving lapsed users.

So it all depends on what you need. Stick with 3rd party services and experiment. Let me know if you have any further questions.