This is a great conversation. I train (teach Pilates) in both studio, gym environments in addition to making house calls. Yes, the house calls are more lucrative, but definitely factor in the driving between clients time, vs staying in one place where they come to you. I also appreciate being around other trainers/instructors because you will be reminded of other great exercises to incorporate into your own sessions. Of course you can keep up on your own with continued education, but I find it helpful to remain connected to the fitness community. When starting out, I recommend being in the atmosphere where you will simply meet a lot of people that could turn into potential clients. Good luck!