you want both, though sports shop will give you the more immediate boost, in sports shop you bid on 10 types of items that give your players a 5 to 15% boost in various skills (speed, stamina, tackling, passing, etc), this uses in game cash and you only bid against others in your level, so if not many hve it you get the items cheap, in higher levels people spend ridiculous amounts of money on items,
strat buildings give you a 0.5% boost per level and you can build 3 in total with level 26 being the current max so if all 3 are maxed out your players have a 39% bonus to their skill level