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Typically at is a once off whereas cron is recurring. Neither is preferred, they are for different purposes (see previous sentence).
I use at quite a bit to start a process from an ssh session when I want to disconnect and leae it running. It's also good for doing downloads later in the night, etc.
Cron does routine tasks like backups that happen every day/week/whatever. I have one that marks my spam folder read every hour.
One advantage of the at command is that it preserves the user's shell environment, whereas cron runs in its own limited environment. But as billymayday already pointed out, at is for delayed tasks, cron is for recurrence.
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