I prefer ISOs which then I can put in a multiboot USB stick.
ISO, then you can create any other media you need from it.
You can checkout Easy2Boot (I started using this recently, before I was using YUMI) - Easy2Boot
I have 1 64GB USB stick that can start many things including Windows XP/Vista/7/8/10 installers, Linux distributions, repair disks and everything that can be bootable with a CD/USB (exceptions may apply)
ISO
Then I use EasyBCD to add an image to boot menu.
This way it loads quick straight from HDD.