It's a very personal decision, and both are good options.
For us, a nanny share was the perfect compromise. Only slightly expensive than daycare. Companionship for the babies as they got older and more interactive. And, most importantly for me at least, good sleep hygiene. My kids got to take nearly all their naps in a quiet, dark room, alone, with blackout curtains and a noise machine. I feel like so many babies and toddlers are overtired these days. My kids were taking two 2-hour naps a day until they were 14-18 months old, and then a solid 2-3 hour nap as they moved into toddlerhood. And that's just so, so valuable for me. (I do recommend arranging your share so that each baby has a dedicated nap space).
The second big reason for me was illness. The first winter in daycare, it's illness after illness after illness. That seems like so much for an infant. I'm much more comfortable kicking that can down the road and having an illness-prone winter in PK3.
We also had a lot more control (working closely with the nanny, of course) of our kid's schedules, so they were eating on a very regular schedule. Introducing solids was a breeze. Weekends seemed a lot more like weekdays. If naps needed to be pushed back, they could be pushed back. If baby needed to be woken at a certain time so that she'd go to bed at bedtime, that was no problem. For babies and young toddlers, I like that.
We also have a parent WFH, but found that to be a plus. I'm in an out of the way place (my bedroom), the babies have been essentially taught since babyhood that they don't see me from 9-5, but I've got an ear out for how the nanny and babies interact. Feels like an added layer of safety. For that reason, and the convenience of not doing drop off/pickup, I prefer to host. The house feels like a daycare sometimes, but I'm fine with that.
I also realized recently in talking to another mom (with kids in daycare) that we've also trained our kids (now older) that it's normal for a parent to be home, in their room, and inaccessible to the kids. So it's very easy to take some "time off" on the weekends, at home, when the other parent is in charge and the kids are very accepting of that. "Mom is having some me time" just isn't all the different for a kid than "Mom is working" (and same with dad).
Overall, strongly recommend.