It really depends on what you're looking for on any given day. A night out at a brick-and-mortar casino is a fun event, but for regular gaming, online is just far more efficient.
Personally, I actually love testing new online casinos because the competitive market forces them to offer better promotions, modern gamification features, and smoother interfaces to stand out. That said, I'm pretty cautious - I'll test a new platform with a small initial deposit first to evaluate their verification process and payout speed before making it a regular spot. Once a brand proves it respects player cashouts, I tend to stick with it.