PTAC vs thru-the-wall a/c heat pump

I am converting my 12'x28' attic into living space in New York. For heating and cooling, should I install at PTAC cool/heat-pump or a thru-the-wall a/c-heat-pump. Both would have supplemental heat. I am considering one of these PTAC units: Cooper & Hunter CH-PT09HSGF or Friedrich PDH12K3SG, or this thru-the-wall unit: Friedrich KHS12A33A. They cost about $ plus installation. I could get a mini-split system, but it costs more and my taxes would go up by about $600 per year.