What is the best way to exit an application?

Hi
In many examples I have seen an eventlistener used to exit an applicaiton when the user closes the window. However I recently came across the method:
setDefaultCloseOperation(EXIT_ON_CLOSE)
Is this a better way to close an application? What are the pros and cons of each way and what is the most widely used in the industry.
Thanks

If you dont have anything special to do other than exit, this method would be ok. but if you want to save some properties before exit.. or want to ask user to save before closing or some other confirmation messages, closing network, database connections, etc etc, then you have to use event listener.

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