Send data to another page or send it to another page?

I would like to know if it is better, for example, to have a form where the action is set for another page, or if it is recommended to send the data to the page itself with action="<?php echo $_SERVER['PHP_SELF']?>" .

If you have not understood, it would be more or less like this, I should use one of these two methods:

Send to same page:

<form name="login_form" action="<?php echo $_SERVER['PHP_SELF']?>" method="post" id="login_form">

And then at the top I do a check:

if(isset($_POST['logar'])): 
//Código
endif;

Or should I:

Send to another page:

<form name="login_form" action="checarLogin.php" method="post" id="login_form">

And do the validation and sanitization on that particular page.

With better, I ask about safety, speed, and feasibility as well.