I've often been recommended to install the .deb files by CLI (i.e., by sudo dpkg -i filename) than by simply double clicking the .deb file. I dont see why is it recommended so. Also, I'm curious to know what is the difference between these two modes of installation.
dpkg cannot automatically install the dependencies, whereas a GUI .deb installer (e.g. GDebi) installs all the required dependencies.
This is why, if you use dpkg without installing the dependencies first, you may end up with broken packages (which can be easily fixed in most cases with
sudo apt install -f).
To automatically get all the dependencies with command line, use the following command,
sudo apt install ./path/to/package.deb
Practically, this has no difference from installing with GDebi.