Is it more convenient to arrive to USA from Canada than flying to it directly?

You might want to fly via Dublin or Shannon airports, both of which are in Ireland. As a UK citizen you have a almost-unlimited right to visit Ireland. There are US pre-clearance facilities in both of these airports. This means that you will go through all US tourist immigration checks in Ireland, and when you arrive in the US it will be to a domestic pier.

This will save you a long trip to the US/Canada, only to be sent back (or have an alternative holiday in Canada).

If you are doing this, then you should allow several hours to get through pre-clearance, but AFAIK there aren’t many shops beyond the US security. https://www.dublinairport.com/flight-information/travelling-to-usa/faqs

No!

I am Canadian, but also a French citizen, so visa-exempt for the US. Before I got my Canadian citizenship I had to cross the land border on a French passport, by Vancouver.

• Airports are organized to check everyone and visa-exempt (and visa-carrying) citizens get through fairly quickly, after filling in their forms on the plane.

• By contrast, most of the land traffic through borders here concerns Canadian citizens who are essentially waved through with minimal questions and no forms. They don’t even have to get out of their car. Even easier than airports.

• However, that only applies to Canadian citizens. Other visa-exempt people have to park their car and queue up in the customs building. Along with any and all people US Customs wants to have a closer look at. It is not quick, much worse than airports! Anyone in front of you may take up a lot of time and there are many fewer booths to cycle them through. Even my own time, once "at the booth", ended up longer and more complex than when flying. And that’s after first queuing along with the other cars that are being waved through, which itself can take a while if the border is congested.

This from having done it 2-3 times as French-by-land and 20 odd times as French-by-plane.

This is re. convenience. Re. entry denial, see DavidSupportsMonica’s answer.

P.S. I last had to do this 12 years ago. If US Customs at land borders now follow different procedures and, as a visa exempt person, you can sort out the paperwork from your car, without going to queue up again in the customs buildings, let me know and I’ll edit or delete this answer.

Possibility of denied entry

Whether you seek to enter the US by air, or overland from Canada, should make no difference: it’s still the US, and the CBP border officer will assess your suitability for entry. If you present the same facts and documents, you should have the same chances of success.

Note, however, that the above paragraph assumes that your home > Canada > US itinerary is a reasonable one. If flying by Canada is inconvenient or illogical compared to flying directly home > US, the officer may wonder why you chose this odd/unusual/more expensive route. That may generate scepticism on the officer’s part.

Effect of denied entry

If you fly directly to the US, and one or more of your party are denied entry, your trip will not occur as planned. You will be turned back to the air carrier, who will return you to your arriving flight’s point of departure. None of this will be pleasant.

Sometimes, you’ll be given the option to buy a ticket to go somewhere else, but this is not at all assured and will cost a lot for a last-minute booking.

On the other hand, if you come to the US by land from Canada and are refused entry into the US, you’ll be turned around and can drive back into Canada. This won’t be an enjoyable end to your planned vacation in the US, but you’ll have more options for getting home, including rescheduling your Canada > home return flight(s).

Finally, note that the US maintains preclearance facilities in some non-US airports. Coming to the US, travelers are screened by CPB at these non-US airports. If they pass screening (both Immigration and Customs), they board the flight and it arrives in the US as a US domestic arrival, all immigration and customs assessments having been conducted at the non-US airport. If a traveler is not admitted at a preclearance facility, the result is less awful than physically landing in the US, being denied entry, and being given back into the hands of the arriving air carrier to be returned to the point of departure.