Be careful of too many lists. They will slow down your network (and browsing experience). The OISD.nl list will cover basically everything you need, and not block things you want to keep (shopping baskets, referrals between the same site, game scores, porn, warez etc). You're asking about adding AdGuard on top of PiHole? Depends how you mean. I run AdGuard Home, which is an alternative to PiHole. I find it far superior, and easier to use to boot. YMMV and everyone is different. I started out with PiHole years ago but when AdGuard Home came out I was an instant convert. It does things PiHole doesn't out of the box, like DoH, DoT, DoQ, DNSSEC, EDNS, DHCP stuff, client tagging and tracking and so on. It also has a nicer UI imo, but again that's subjective.
So, if you mean AdGuard Home then no - it's one or the other. If you mean AdGuard as in the browser based ad blocker plugin, then definitely add one of those to your devices where possible. DNS blocking (PiHole or AGH) have their limitations, including not being able to delete the white space on web pages where the ads failed to load. A local ad blocking extension will tidy all that up for you with cosmetic filtering. I'd recommend uBlock Origin over anything else, for that job, though. I only use AdGuard itself on Safari, where there's no alternative.
