Having your blog on your own site gives you the maxiumum control, increases link juice (SEO term for boosting page rank and trust rank), and keeps your users on your site...once they click out to Facebook, who knows what game they're going to play and if they're ever going to come back.
The challenge is maintaining all of that fresh, relevant content to get social backlinks--Facebook, Twitter, Tumblr, LinkedIn, etc. There are several automated tools that can take the content from your company blog and cross-post it to all of your other social sites, and link them back to your site to minimize your data entry time and maximize your link juice.
Our favorite: zapier
The details (only free versions reviewed):