Unless I've been getting the wrong sort of dungeon gear, you can't affix materia to dungeon things. This is the benefit of the crafting classes - the things they make aren't quite as good by default but they can have materia attached to them, making them occasionally potentially more powerful (iirc it was mentioned that HQ crafted gear with good materia would normally be better than dungeon gear at the same level) and also meaning that they can be customized according to your playstyle. As a conjurer, I've found my crafted stuff + materia worlds better than mage-class dungeon stuff of the same level for working in parties, just because I can customize it for maximum healing/spell speed when my damage output isn't a big deal so the int bonus from most dungeon mage gear is worthless (dungeon mage gear can be nice for soloing, though!).
That said, as far as I've seen (it might change with the super super high level stuff, I've been trying to keep my crafting and gathering classes at the same level as my main, so between that and connection issues levelling's been a little slow) the difference in stats is a minor one if you don't care about cutomization. I like to keep both my crafted gear and dungeon gear either on hand or with a retainer just to play dressup.
That said, as far as I've seen (it might change with the super super high level stuff, I've been trying to keep my crafting and gathering classes at the same level as my main, so between that and connection issues levelling's been a little slow) the difference in stats is a minor one if you don't care about cutomization. I like to keep both my crafted gear and dungeon gear either on hand or with a retainer just to play dressup.