I am leveling right now and I have tried both methods. I have noticed that doing Duty Roulette vs highest level dungeon, the highest level dungeon yields the most experience. The experience reward from the duty roulette is small compared to the experience that the mobs drop, another thing that I have noticed is that with the duty roulette you will always get the pre-25 dungeons, think TamTara, Copperbell, Ifrit boss fight, this means that your getting less experience.

My advice is to use the highest level dungeon. Do not forget to get rested experience and use food, if able try and make a full clear (clear whole dungeon), this way you will get alot of experience.