Personally my experiences rank (best to worst)
- AMD CPU Nvidia GPU
- Intel CPU Nvidia GPU
- AMD CPU AMD GPU
- Intel CPU AMD GPU
This is the general trend in my roughly two decades of having my own PCs, so your mileage may well vary, especially since some series of both CPUs and GPUs were just better/more compatible with each other than now or the other way around.
In case anyone's curious, my current combo is Ryzen 7 3800X and RTX 3060.