I think Topper has hit the nail on the head - it depends on your personal circumstances.
There were a number of reasons why I went for a single-engine CPL. I only had a very short amount of time in which to do the CPL, due to getting time off work, so I needed as short a course as possible. I will almost certainly instruct for a couple of years before moving on to anything bigger. And also, if I were to get a multi-engine class rating I'd have to keep it current, which I can't really afford to do!
I'm sure there are perfectly good reasons for going for the multi-engine straight away too.
FFF
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