For me, I am still exploring... I have participated in many different training avenues such as agility, obedience, schutzhund, lure coursing, barn hunt, nose work, tracking, scent detection, conformation (SV), rally-o, dock diving, weight pull, disc dog and herding over the last three or so years.
The two avenues that I enjoy the most are schutzhund and herding, while the others are fun train for and do with the dogs, my heart is with schutzhund... BUT availability of helpers, clubs within a reasonable (for me) distance, and the cost associated with the sport at this time, is just not something I can pursue full time. So, we train obedience and tracking and when I can, protection. My female excels at the sport and LOVES to work in this venue, but for me, it's just not feasible on a regular basis right now. Once I have the time to do so, then we will get back into full swing with a local club. We are still planning to title by the end of this year for her BH and hoping too at a winter trial.
As for herding... I did their HIC's, and both my dogs did very well. They also really showed interest for it. I never really pursued the venue because I was concentrating on schutzhund and other things but have recently started working my female in herding, and it is a blast! I am so happy we decided to do this. We go weekly and although the distance (by map) is the same, it's all back roads instead of the traffic jammed highway so I can actually make it home in an hour instead of waiting in traffic for 2+ hours on top of the actual drive time. It has been very exciting to watch my female work the stock (cattle) and can't wait to see continued progression in the venue!
I guess it was a combination of time, distance and whether or not my dogs (and I) had an interest in it.