It really depends on the application, its not always better to use an external as I'm sure you've got other factors out with perfomance to account for. Although you say you have no speed restrictions, how about the accuracy of your clock? External reference are generally more accurate.
With the internal reference you are able to trim the clock with the trim register and the fine trim bit in the MCGSC register - which will improve your accuracy.
I also agree with the comment above, if you are making use of the CAN module then an external would be the best option.
Since you decided for DZ I have to assume that you plan to use CAN. If any serial bus like CAN or SCI is used, you will need an accurate oscillator to get the correct baudrates. For example, the baudrate for CAN is only allowed to be +- 0.4% faulty. This is impossible to achieve with the internal oscillator, since it isn't stable enough.