Is it better for women to pray at the masjid or at home?

It is always best for women to pray in the comfort of their homes. This applies even if you were a resident/domiciled in the 2 holy cities (Makkah and Medinah). The salah of the muslimah is better in her home.[1] Alhamdulillah, a blessing for the muslimah indeed.

Reference:

[1] http://islamqa.info/en/90071