Do you mean should you make a Link list or a TGP or should you start posting to them?

I've got both, and the TGP certainly gets a lot more submissions, but the traffic that is attracted to link lists tends to be a bit more willing to open up their wallets and buy memberships.

Link Lists are easier to do manually, TGPs really require a script to put together.

TGPs are a bit easier to promote, but I'd start by doing a link list first, and then building a TGP for Traffic to trade.