This depends largely on what the web server supports that you'll be putting your Silverlight app on.
If the web server supports ASP.NET then you should create a Silverlight app with ASP.NET support. Having ASP.NET host the silverlight app adds a lot of functionality that isn't included with HTML. But ASP.NET is not supported by all web servers.
If you don't know what your web server supports you should host the Silverlight app in HTML. When Silverlight is hosted in HTML it is more or less guaranteed to work on any web server you put your website and Silverlight app on.
It's a functionality (use ASP.NET) versus compatibility (use HTML) issue.
