so, interesting question (at least for me).
how better to store core of bot? as executable, or as dll?
exe:
+ easier to crypt
+ easier to code
+ easier to spread
- easier to detect and analyze
- more suspicious
- we must hide processes and files (injection or rootkit)
dll:
+ less suspicious
+ easier to hide (we don't need injection)
- we need external dropper (as result, spreading is more difficult)
- harder to crypt (we partially can bypass it by polymorph code obfuscator)
- harder to code. kinda


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(Btw. detection depends on how you code your program, meaning how you call API's and in what order. Some modern AV's detect some program based on what calls you make and the calls before it.)