Canon MXF workflow

I am bring footage (1920X1080, 50 Mbps) from a Canon XF105 to MC 6.5. I don't want it to be AMA linked I want the files on local storage. So, to import the footage to MC is there any differance or advantage to AMA link them and then transcode vs using a third party converter to convert from MXF to DNxHD and then importing that. Or even a better way? Quality is more important than speed of import.
Thanks, Monique