You want some of both... their purposes are quite different, an MCB does roughly the same job as a fuse, a RCD gives additional portection against electric shock, you can't use an RCD on its own to protect a circuit, also some circuits (sockets that may beused to power stuff outdoors is the main one) need to have rcd protection on, in addition its a good idea to rcd protect all sockets and showers and stuff in bathrooms.
The usual approach is a split load board, its a board that has an MCB for each circuit (as you would expect) but half of them are covered by an RCD and half arn't (you don't want lights on RCD)
The advantages are that its the cheapest way, the disadvantages are that if the RCD trips you loose a handful of circuits... and the more circuits you have on it... the more likely it is to nuisence trip
The alternative is a device called an RCBO, its an RCD and MCB in a package the same size as an MCB (well a tad bigger), you would have a straight forward board with a main switch, and MCBs for circuits that you don't want RCD on, and RCBO for circuits that you do.
The disadvantage of this is that RCBOs usually cost about £40 each