Sharpening in PS gives you a LOT more control, and a LOT more options. DPP (I think) gives you one option - Strength. In PS, USM alone gives you Strength/Amount, Radius to match the sharpening to the detail size, and Threshold to control sharpening of noisy pictures. Plus in PS you get Smart Sharpen, too. And several other sharpening methods which don't have Sharpen in the name. For options, you can Sharpen in LAB, sharpen with masks, use of the History brush, Local Contrast Enhancement, sharpening on a layer, sharpening on an overlay layer to control the amount of sharpening in certain places, etcetera, etcetera, etcetera.
Also, sharpening should be done last, fine-tuned to the output file. It is absolutely detrimental to sharpen once and output files for both web display and 300 DPI prints. The sharpening for each of these is *completely* different. So different that one of the two will look like junk. Sharpen last, specifically for the output.