They all have their Pros and Cons
I've been going to live events since I was 5 or 6 years old, and I'd say throughout the 90s and early 2000s I was probably at 20 or more house shows. House Shows are the best for actual wrestling and a more intimate show. I'd definitely say I've had more fun and seen better shows at House Shows than TV tapings. At the same time though, you know what you're going to get from a house show. A solid show but with predictable results and no chance of a title change or a cool moment that you might see at a live RAW or PPV
Most of the TV tapings I've been to have been hit or miss in terms of quality of show, but there is a sense of excitement you get when you go to a RAW that you can't get from a house show. I'd definitely prefer going to a live televised show than a house show now, but I've been to both lately and have been underwhelmed from both kinds of events
PPV would probably be my choice for which type of show I prefer going to. You get better wrestling and no commercials like you would at a house show, and you get the cool Pyro and lighting and excitement of a RAW or SD taping. I've been to SummerSlam 95, KOTR 98, No Way Out 2005, Bragging Rights 09 and Royal Rumble 2014. Of all of those only KOTR 98 was a great show, but they were all fun to be in attendance for