I agree about them being too tight. I just got my cornrows redone....It's important to mention to them not to pull your hair into the braid from the very edges where you may have baby hairs or where your hair is weakest(at your hair line. Braiders have this thing where they think it looks messy if they don't get every inch of your hair in the braid. I don't care, It's little enough hair sticking out where I can just slick it down to look "neat".
IMHO, cornrows may be a little "easier" on your hair, because individual braids can eventually get too heavy and way your hair down at the root, causing breakage. Either one you choose, jsut make sure it's not too tight. HTH