Since TV (when it's done right) and cinema are obviously linked, I find this interesting. For example, would you rather watch The Departed or The Wire? Both have complex, tricky narratives and little deft touches of character which eventually prove pivotal at some point in the 'final act', both examine the psychologies of cops and criminals, there's a fair amount of realism and displays of the consequences of violence, but they differ in one way:
The Wire is, for the sake of argument, a 12 hour long film, while The Departed is 2 1/2 hrs. So are you more drawn to the (in comparison) bite-size chunk which Scorcese's best film since Goodfellas provides, or are you more into the sprawling, enveloping atmosphere of The Wire?
Bear in mind you can do this with anything, not just those two titles. For example, Band of Brothers vs Saving Private Ryan, Godfather vs Sopranos, American Psycho vs Dexter, and so on.
Personally, I'd rather watch a great film than a great TV show. Easier to digest, usually tighter in plotting and scripting, and doesn't take nearly as much time to consume.