Even though you can make more consistent money at cash games, I've been starting to play more tournaments again recently just because I think they're more fun and more competitive. That is they have a beginning, and an end and a winner. Whereas cash games you just come and go as you please, win some, lose some (and if you're good, consistently win over time). But they don't really satisfy the competitive drive as much, plus don't have that possibility of the huge one time score like tournaments do. The only downside to tournaments is that you have to block out large chunks of time where you're going to be at home and not have to do anything else.
Anyways, anyone who plays tournament poker knows how frustrating it can be. Not just the individual hands where you may get unlucky. But the times when you play well, make good decisions, and DO have decent luck (that is don't get UN-lucky) for a long time, and you get close to that big score and then get unlucky just one time at a vey crucial point. I don't even mind getting knocked out early in a tournament by someone drawing out against me, because I know that I would have still had to go through a whole lot more before it even became significant. But when you play an online tournament for 5+ hours and you're down to the last 1% of the field, and you've already made some decent money, but are inching closer to HUGE money and THEN you get unlucky, it's just painful.
In 4 of my last 5 tournaments I made it to the top 1% of the field, which is very rare. And every time I made somewhere between 7-30 times whatever the buy in for the tournament was, which is a great Return on Investment. And despite what should be considered a very successful little run, I was way, WAY more frustrated than if I had played 5 straight tournaments and busted out of all of them and cashed for nothing. Just because the mega scored loomed so close, but didn't come. And every time it was definitely within reach. Not to mention the 1 tourney I busted out of was a big buy-in, and all the ones I cashed in were medium to low buy ins.