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It depends on the relative strength of available bombarding units.
If the defenders have units in the city capable of bombardment, it is generally better to just attack right away. Unless your own bombardment is of overwhelming strength, the defenders will just trade bombardments with you, healing their own units every turn while your units gradually die.
If I have one, two or three catapults I'll attack directly if intelligence or previous activity indicate that the defender has one or two catapults. If I have four or more catapults, bombarding is a better bet because it will kill units outright without giving them the chance to heal; one or two turns of that and I can either walk right in to the city or knock the few remaining defenders over no problem. If the DEFENDER has three or more catapults I either attack right away or back the heck up - digging in next to a city with that sort of bombard defense is just about the next best thing to disbanding your units.
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