It all depends on how much coverage you need (try out our Wysh Builder to work this out).
Generally, group policies through work tend to offer smaller coverage limits, so many people also take out individual coverage. Also, because they're usually tied to your employment, you always have to be aware that the policy could be terminated if you leave or are released from your current job.
For more information about insurance policies through employers, check out this blog post: 5 Myths about getting life insurance through work