Like most things in accounting and tax, we have to consider your business and financial goals before we can answer this question.
One main difference between running your business as a sole proprietor (another term for claiming it through your personal taxes) vs incorporating your new company is the way in which the income is taxed. Under your personal taxes, the income you make from your business is taxed at the personal income tax rate. This can be quite high if your business is generating high levels of income. Alternatively, if you have incorporated and your business is generating net income, your company would most likely be eligible to claim the small business tax rate deduction.
The important distinction here is where the after-tax income lives and how it can be utilized. Under your personal taxes, you have access to the funds. However, under the corporation, the funds are not accessible to you unless you pay yourself through the corp. If you do decide to pay yourself, there are multiple options on how to accomplish this with each resulting in different income tax implications.
Whether you keep the business under you personally or do have plans to incorporate, it is highly recommended to discuss your business and financial goals with your accountant as your company should be in sync with your goals, not impede them!