It's really a matter of time, and cost. You can make a great tomato sauce with fresh tomatoes, and it will beat anything you get out of a can. However, you need a whole load of very good tomatoes, and lots of time and effort to scald them, peel them, then cook them down until they thicken. It's not worth making a tomato sauce out of mediocre tomatoes, you'll spend a lot of time on a bland sauce, so depending on where you are and the time of year it's an expensive proposition.
Good canned tomatoes are picked at the peak of ripeness and then immediately used, sometimes they are partially processed before they even leave the field. Store bought tomatoes are picked before they are at their peak (most are still green!) and then artificially ripened after they are transported, which is why you can get tomatoes all through the year but mostly they taste like cardboard. So the ones you get in the can are probably better than the ones you can buy. This is why I grow my own, they aren't that much work and there's nothing better in the world.
If you can get really good tomatoes and can afford to do so then by all means make your own sauce from scratch as it does taste different from canned, generally fresher and less acidic. If that's not an option buy the best quality canned tomatoes you can get afford, they will be very tasty and they are instantly ready.