Some people want to deploy Sling on Tomcat or other servlet containers either because they have other applications that run there and they prefer having a unified setup, or because they are familiar with these containers in terms of monitoring, operations etc.
That's why we provide Sling both as a war file and self-contained runnable jar.
If you have no specific reason to use Tomcat or another servlet container, using the self-contained Sling runnable jar is probably best - it's lightweight, easy to install and provides the exact same features.