Whether you play a tourney or a ring game depends on your bank roll and what you want to do. If you have a smaller bankroll and want to play NL, sit and go (or single table) tournaments are a good way to see a lot of hands and not put a bunch of cash at risk. If you want to start at limit, or have the bankroll to handle the swings of a NL cash game, then jumping into one isnt' necessarily a bad thing.