As long as…
- You use
$wpdb->prefix(or$wpdb->base_prefix) to prefix the table - Your table name is someplace public, and easily available for other plugins, themes and end users to use and extend
I would say either setting the table as a property on $wpdb or using a constant is fine. If you choose to use $wpdb be aware that another plugin (or theme or whatever) can just overwrite your property in the same way you set it. For that reason, it’s a bit more “safe” to use something like a constant.
Also, always carefully question whether or not you need to add a table.
I tend to use constants, but if I’m doing something like creating a termmeta table, then I would use a $wpdb property.