I fly both so I'm quite well qualified to answer this...would have done so sooner, but just back from three days away.
I got a PPL(A) first, thinking helicopters were too expensive. I flew for about a year, then went for a trial helicopter flight just for something different to do. I managed to hover for about 45 seconds with all three controls on my trial lesson, and I was instantly hooked! I HAD to do more. I said I was only going to do a few hours and learn to hover properly, then it was just a few more hours. Then I realised what I really wanted was to get a PPL(H). But on the day of my Skills Test, I realised I couldn't afford to pay to fly helciopters for ever, so...
"You've passed", said the examiner.
"Can you tell me about getting a CPL", I replied.
"OK," he said, "but shall we do the paperwork for this one first".
Fast forward about five years. I'm instructing part time on R22s and occasionally R44s, although it looks like becoming almost fulltime, at least over the summer. And I love it!
So what is it about helicopters? Where you get in a f/w aircraft and fly it, you kind of strap on a helicopter and it becomes a part of you. You don't need to fly, just hovering and doing manoeuvres close to the ground is fun. You can go anywhere and land practically anywhere, but you really don't need to. It's the most versatile means of transport there is, and the ultimate toy.
If the engine failed in either f/w or rotary, I wouldn't be at all happy, to be honest. In a f/w aircraft you've got more time, but you've got to find a big flat field, and it if there isn't one, you won't make it. In a helicopter you've got to get that lever down quickly, but you can land anywhere that's flat, and it doesn't have to be very big. Quite often I have students on trial lessons who think if the engine fails they'll drop like a stone; I show them an autorotation, and they're always surprised by how non-scary it is, how relatively slowly you descend, how much control you have. And, by the way, all trial lesson students come down to earth with an ear to ear grin...where else can you have fun and get paid for fulfilling people's dreams?
All I can say, is, go and give both a try. I almost guarantee you'll go for helicopters. And yes, it costs more, but not that much more. I don't really think it's more difficult, just different. And if you really want to do it....well, you only live once.