I do both. Actually I also trade exchange traded options and...

I do both. Actually I also trade exchange traded options and CFDs. The latter is for testing new strategies with minimal risk but with similar emotions attached.

I prefer futures overall since it keeps things simpler, and there's much greater leverage than trading shares.

I'm trying to decide now what type of trading I should focus on; swing or day trade. At the moment I prefer day trading but it's very exhaustive, which is why I've automated a lot of my strategies using MutliCharts. Still watching over it though. I would never let it trade blind. I wouldn't be able to sleep for starters.