I prefer TV shows mostly because they are able to build up a story and contain more of a story than a movie, and a movie sequel you need to wait a year or two whilst the next episode is generally a week later.
Game of Thrones, Once Upon a Time, Sherlock, Doctor Who, Atlantis, The 100, Merlin (I really miss this show massively), Gotham shows like these are able to have way more character depth than any movie ever could