A breaker protects the whole circuit, but usually costs much more. A GFCI receptacle protects that receptacle location and is usually wired to protect all location after that on the circuit.
If you want to protect the whole circuit with a GFCI receptacle then you put it at the first receptacle location on the circuit.
Another advantage of the circuit breaker is that when the circuit trips out you know where to look to reset it. If it is a receptacle you need to find the receptacle, which may not be in an obvious or even logical location.