Tend to be of the opinion that boots and bandages don't tend to support - to do so they'd need to be tight enough that was bad for legs and tendons.... (note: I know people's opinions differ on this and thats fine

My physio and vet explained they had this opinion, and to me it makes sense - other vets/physios/other professionals disagree - open for debate

) IF either offer support, I'd tend to lean towards bandages as being better.
However for protection: I'd tend to go towards boots as you can take them on and off easily, they can be made of shock absorbing materials, some are made with air vents to keep cool etc etc...