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Multistage is much easier to reach higher GBW with lower power. Gain boosting is used to acquire more DC gain. For all of my designs and pushing high GBW's in a technology with low power, i used 3 to 4 stage designs always.
Multistage is easier but does not fundamentally have lower power dissipation, because you must consider loop stability, so more compensation cap.
Using gain-boosting approach, power diss. maybe becomes lower (less parasitics and high-impedance nodes) but you must care about the existence of zero-pole pairs that can lead to slow-settling components.