I know to reduce space on routers it's usually good to use "include" when selecting options so everything is built in. But with x86 you can have a large hard drive. In this case is it better to just compile all features as modules? I'm thinking this way you could upgrade individual modules without doing a full recompile.
Or is it still better to make everything built-in?
Better to build in what you want as upgrading packages risks breaking things due to package-to-package compatibility. While “desktop” distros have advanced package-management tools like apt, opkg is much less sophisticated.