My first time playing poker was shortly after I moved to Vegas in 2005 for an unrelated reason. I stepped up to a 1/2 table at the Excalibur and trembled the whole time, but walked away with more than I started with.
Since then, I have played online much more than live. I only lived in Vegas for a short time, then moved to the Midwest...before the hammer came down for US players, I was playing online quite a bit. I've since renewed my online play vigor, and occasionally make the hour+ trip to a decent casino a state over.
I enjoy both live and online, for different reasons. Live is more fun. Online is more profitable.