Which to connect to internet FW or Router?

Now that Palo Alto's can run BGP (will be limited not fully participating in Internet routing) but we are using BGP for dynamic routing between two ISP's. When I look at Cisco designs, they want the router to face the internet but for FW's the design is for the FW to face the internet . For instance,

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Internet ->Cisco->Cisco->FW

for FW's

Internet->FW->Cisco users and the FW would seperate the servers from the user networks, etc.

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Is there a reason to prefer one over the other?