In the short term for a single service there isn’t much difference.
If you decide you need to setup up more services that use SSL, then you may find that setting up a CA would have been a better choice.
If you setup a CA, you should be able to get your clients to trust the CA and thus any certs it signs. Once they CA is up adding additional services is easy. With lots of self-signed certs a user will have to accept each certificate separately.
Are you saying you have a windows CA? If you already have one, I would use it. If you don’t already have one, I would be tempted to use a lightweight system like TinyCA which you could run in a VM or off a Linux on a USB disk.