Let’s say for example you want to evaluate this integral: $$\int_0^{\pi/2} \sin(x)\cos(x)\,dx$$ The best way to do that is to use a substitution, namely you will let $u=\sin(x) \implies du=\cos(x)dx$, And you have to change the bounds of integration, so the integral will look like this : $$\int_0^1 u\,du=\frac{1}{2}$$
But there is a way to do this integral without changing the bounds of integration: $$\int_0^{\pi/2} u\,du=\frac{u^2}{2} \bigg\rvert_0^{\pi/2} $$ Now instead of calculating it directly you should go back to the original variable, namely $u=\sin(x)$ : $$\frac{u^2}{2}\bigg\rvert_0^{\pi/2} = \frac{\sin^2(x)}{2} \bigg\rvert_0^{\pi/2}=\frac{1}{2} $$
My question is which is better changing the bounds of integration first or doing this method? I think that this method is quite nice because if you have a hard substitution and you don’t know how to solve for $u$ To get the new bounds, you can just use this method. Is that correct?
Both methods are correct, but whether you change the bounds or wait until the very end is often, in my experience, very much to do with question.
For example, if you perform a $u$-substitution and then convert everything back into $x$ and this final result in $x$ is very messy, it can often simply save time and possible arithmetical errors by sticking with the integral in terms of $u$ and changing the bounds beforehand. I particularly think this is a good idea if your substitution is of the form $u=f(x)$ for some function $f(x)$, as to find the bounds for $u$ will then be very simple.
On the other hand, if we were making a weird or complicated substitution like $u+\frac{1}{u}=f(x)$ it may be easier just to do the substitution without worrying about the bounds, as finding the bounds for $u$ will be a little complicated.
I don't think I can say much more really; in summary I'd weigh up how relevant the following points are when deciding whether to work out the $u$ bounds: