If you need it for everyday spending, get it paid in Euros. But if you need Sterling for visits to UK or possible eventual return, it might make sense to have it paid in Pounds into a UK account. But nobody can tell you how exchange rates will move, so whatever you decide, choosing which currency to save in is always going to be a gamble.
Our UK pensions, paid in Euros, seem to follow the exchange rates fairly closely. Recently, the arrival of bank statements has resulted in triumphant yells "Ten Euros more this month!" Don't know how we will manage to spend it all.........!