I have played both and its more about what choice you want to make.
With say CLUBWPT, you will get checks when you win every time. Its nice they paid out so quickly and took care of the players. You are limited to the game you play at times. FYI, I won my 1st
wsop seat on one of these sites. Problem is the monthly fee.
As for the
poker sites. You will need to find they way to get your funds when you want them. The big ones do pay out but you never know what could happen in the future. If your a good player you may never need to deposit again or at least not make a lot of deposits. If you have a problem you could lose alot of money as well.
Personally, I play the poker sites. I play lower stakes and just keep rolling the funds. I wont ever get rich but I am having fun. Don't take this as a negative to the sub sites. I did well on them but paying every month and say I don't play a lot for a few weeks is my issue. I am not locking in where I feel I have to play.