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A big part of the fun of programming IMHO is seeing the results of what you are writing. I try to center my workflow around that – always having my app buildable, working in small increments, changing what feature I work on as soon as it starts to bore me. Being rather new to programming, a lot of common issues can be real problems for me (e.g. xcode build settings). Be sure to standardize your debugging process. What helps me most is starting to write a question on stackoverflow and thinking what people would need ask me (did I check X? What Y returns?).

Regarding your main question, web seems more fun to me (I've done both a bit). You can iterate faster and push updates more often. Surely I hate having to mess with the server, but generally I set it up and need not touch it for another couple months.