It really depends on what kind of story I am doing. If the story has a lot of characters in it and a loose plot line, I usually like to make it a roleplay. If the story is more specific with a detailed plot line with few characters, than I prefer to just write it on my own. But I think both ways...
for me, i haven't really been on any other RP sites. like, i have roleplayed before (in real life and in stories) but i haven't been on any RP site except this one.