...do you really make more it being converted to BTC right away or mining the coins directly? Anyone with some feedback would be greatly appreciated.
My experience it is about the same, without the need to exchange to BTC. I've mined some ETH and HUSH straight to my wallet. I've also spent a lot of time mining for NiceHash. It is nice getting BTC up front and it's simple.
For example, say you mine ZEC for a week and don't exchange for BTC/USD. If ZEC value drops and BTC stays the same you can lose money while mining straight ZEC.