It depends how long you want to play amongst many other things. With a Cash Game, you can come and go with the chips in front of you anytime you want, so if you win a big hand you can walk away with the winnings there and then. With tournaments, you only get winnings once a tournament has finished so they do take longer but there is also more money to be won most the time, especially with Scheduled Tournaments which can start with hundreds, sometimes thousands, of players.