I think letting Sophia live is better revenge. I know what everyone thinks, and I was right on board for shoving my drill down her throat, lifting her up and spinning her around at first because of how much I hated that woman! But that's why I think letting her live would be better. Because not only do you leave her with a destroyed city she can't control, her own daughter resents her. The entire point of everything she's done wants nothing to do with her and will not fulfill her plans. She has to live on with that knowledge until she passes while Delta lives literally in spirit on to guide Eleanor, her daughter, rather, his daughter, in the surface. She goes the rest of her days knowing it was all she's done, all she dreamed of, all she ever wanted... was for nothing. She's lost, she has nothing left.
Of course, this is assuming you went for the best ending, which I do every playthrough. I just can't kill those Little Sisters.
1. Because that would turn sweet, kickass Eleanor into a monster.
And 2. It doesn't make a lot of sense since Big Daddies are supposed to protect the Little Sisters. I know that Delta has more freewill, but the Big Daddy programming has to have some influence in his actions. And that's not exactly a bad thing if it influences him to be protective.
And I mean come on, they aren't even annoying unlike most children in movies, games or books. They're adorable! Hell, they save you at the end of the first game. Again, assuming you played all good.