I think if you do the train take it both ways. Renting a car and driving into the Yukon is very nice also. We took the bus into the Yukon. Next trip we plan on renting a car and taking our time a little more. That way we can stop when we want, and not fight a tour bus load of people for the best spot to take a picture.
Both are great, but we really enjoyed the train ride.
This is what you will see if you take the car.