MCTS has always been popular and probably the best online/out-of-the-box MDP technique. But fundamentally its different than RL methods. In MCTS you assume you have a perfect simulation of the MDP which is rarely true outside of games. MCTS also doesnt really have a learning phase.

> My intuition is that MCTS is better for planning, but takes longer to train/evaluate.

There is no training phase in MCTS, rollouts can take a while, its important to have a fast simulator and rollout policy (like random/UCT).

> Is there some games one will work better than the other?

Games with simulators and perfect information!