This is a good question. Let's begin with definitions. Circumstantial evidence is evidence that requires a step of inference; it is indirect. To put it another way, because you have to make an inference, there can be other explanations. Here is an example. If someone says that because the person's clothes are wet, he or she must have been in the rain. This might be true, but there are other explanations as well. He or she might have ran a long distance or gotten wet due to a broken fire hydrant or some other explanation. This evidence is not the strongest, because there are other possible interpretations and in our complex world, there usually are. A cluster of circumstantial evidence can be stronger.
Direct evidence does not require inference or interpretation. The most common type of direct evidence is an eye witness. In light of these definitions, direct evidence is far better.