We don’t recommend using the REST API directly.
Our API Clients are not only wrappers, but contain a lot of logic and optimizations (HTTP keep-alive, SSL, retry strategy, …). We don’t guarantee our SLA if you use the REST API with a simple REST client: you should take advantage of one of our open-source & fully-tested API Clients.
There are some operations, like downloading our Analytics statistics that can only be done via the REST API, but most operations can be done using the API Clients.