The video provides a comprehensive guide on choosing between client-side and server-side Klaviyo API endpoints. Client-side APIs are used to capture user behavior data directly from the user's device, such as website browsing and form submissions. An example given is Beantown Coffee tracking customer views on their coffee samples page using client-side APIs, which is suitable for non-sensitive data. Client-side requests are authenticated with a public API key, which is safe for frontend code as it cannot retrieve sensitive information. Server-side APIs, on the other hand, are handled on the server, making them more secure for transmitting sensitive information like addresses and phone numbers. Beantown Coffee uses server-side APIs to securely track seminar registrations, authenticated with a private API key. The video emphasizes that server-side calls are ideal for sensitive or bulk data handling, while client-side calls are best for immediate, user-driven data.