I started writing screenplays and switched to novels. Keep in mind that as a screenwriter, you don't have the same identity that you do as an author. With a novel, it's your work--you created it, you'll be recognized for it. As a screenwriter, you're a small part of a huge machine. You may give birth to the project, but it's the producers, director, and actors who will finish it. They'll all have the ability to change your words, so the end result may not be yours. Not only that but if a studio purchases your script, they can end up hiring a team of writers to change it. And also keep in mind that you're now trying to break into Hollywood, and it's a "who-you-know" business.
After a couple of years of screenwriting I got into directing just so I'd be able to have full control over my stories. That's a whole other ball game and a road that will cost you a large chunk of money should you choose to go down it, but I guarantee the thought will cross your mind, because film is a director's medium, not a writers. And I'll tell you right now, the best way to get your work to an audience is to get out there and shoot the script yourself.
I'm not trying to deter you. You should write what you feel comfortable with. If you feel you can do a better job telling a story with a screenplay than that's what you write. I'm just trying to give you some advise since I know what you're getting into. If I were to compare them, I'd say getting a novel published is like climbing a really steep hill, but getting a screenplay read, optioned, purchased, and ultimately green lighted so that it actually becomes a film, is like climbing a mountain.
There's nothing wrong with keeping both options open, like Joe said. If one of your screenplays doesn't sell, and you really love the story, you may reconsider turning it into a novel.