If you don't have internet access, you will have to rely on finding a good casino. Otherwise, if you need to make the decision, please allow yourself to consider the following factors.
The most important part of choosing a game of roulette is finding the correct table. To be more specific, I am talking about a single zero or "European" roulette wheel, not the double zero American wheel. The existence of the House's edge is based upon these zeroes, and therefore the double zero wheel has twice as much of a House edge as the single zero does.
If all the casinos in your area are limited to double zero wheels, you will probably want to find a game online where you can drastically improve your chances. Online casino wheels are also at least theoretically predictable, due to the impossibility of a computer creating a completely random number from fixed code. However, you will want to be wary of commercially available programs claiming to be able to do this.
Playing live at a casino can be a social experience. A popular table at a local casino can become surrounded by eager players and occasionally spectators, building to a climax of enthusiasm or disappointment depending on where the ball ultimately lands. Playing at home is generally a calmer, less frantic experience.
If you prefer bright lights and loud noises (and possibly free drinks), you may prefer playing the game live. Otherwise, you may find that playing at home allows you to easier focus on your own strategy, without feeling rushed or having to share the board with other players.
Frequent live players are generally comfortable with or may even prefer the pace of a live game of roulette. They are able to quickly and accurately place their bets and enjoy the nonstop action of the game. However, if you'd prefer to have more time in order to place your bet, or even if you'd prefer to play faster than a traditional game, you may find online is the way to go.
You are able to determine when the wheel spins instead of relying on the pace of the casino, particularly advantageous if you are new to the game and don't want to feel rushed to make betting decisions. Additionally you may find that picking up markers and dealing out winnings goes slightly faster online, and many online casinos allow you to immediately re-bet a previous position.