Honestly, both ways can be very profitable if you are good at them, so it boils down to what you do better. If you are new to the adult world then you have to think it up for yourself which one is more suitable for you. I personally prefer creating sites and I suck at media buying, I could improve it but I would have to invest lots of time into it and I do not really want to do this since I am so much better at web mastering. It is hard to tell which one to go with, both are different and both surely take hard work to yield results.