They both have pro's and con's; in a cash game you can come and go when you please, so you are not tied to a starting time or need to wait until the end. Tournaments however do usually have more money in prize pools, and are harder to win outright, because you are playing a bigger field of players.
My only objective when playing in a big tournament is to try and make the money, once I have achieved that, I try to make the final table, it is only then that I try to be number one and win it outright, setting yourself different challenges along the way means as long as you make your first challenge everything else is a bonus and if you should fail and finish 2nd then there is no shame in that, you are still a winner.
