I would suggest: "on the internet" "on social media" (no article)

Instead of asking which is better, ask yourself what you want to say. When deciding between prepositions, always think back to their physical meanings: The cat is ON the table. The cat is IN the box. So, is your relationship to the internet like that between a cat and the table ON which it rests? Or is it like that between a cat and the box IN which it stays? Only you can answer that question.

On social media and on the internet. Social media doesn't take an article.

most would say "on social media"

On for both