I'm confused by this question because ICOs and Airdrops aren't opposing things. All Airdrops are ICOs...so....how could the choice be one or the other?

Airdrops are harder for beginners to be a part of because they require you to own another cryptocurrency first. Most (if not all) airdrops occur by way of a hard fork attempt. In those scenarios you need to to have money to make money because you need to own the cryptocurrency that's being targeted for the hard fork to participate in the airdrop.

Using bounty campaigns, i.e., working as a promoter or advertiser for an ICO that earns you (as income) tokens from the ICO is an easier way for newbies ot get a stash of new tokens.

The most risky way to participate in an ICO is to purchase the ICO tokens with Ether or whatever. You need to be really confident of the business model if you choose to go this route.