First of all, both are hard to write. Period. Of course there's not an easier way to go in the writing of the work. But in the selling, this is a completely different story.
This is how screenwriting works: Hollywood or lottery. Either you move to Hollywood and join the hoard of screenwriting zombies vying for a chance on the big screen, or you find your own director. In Hollywood, screenwriters get paid the least of anyone. Even those scripts that are accepted are bought for the most part at a commission rate. Meaning little or no royalties. Ever wonder why there was that writers' strike? That didn't start yesterday. The whole situation has been going on since the film industry started. As for TV shows, those writers are on a staff basis. Meaning you'd have to have a really, really good spec script to get in.
As for the lottery part of the equation. I call it that simply because that's about the chance you have. Or getting hit by lightning. What I mean is that you would have to find your own way. Either through an independent film, or through a director or producer who happens to run across your script. Not likely. Or you could produce your own film, hire your own director, in which case, well, you'd probably have to win the lottery.
As for novels, this is a much safer approach. See, a much higher percentage of novels get printed than scripts that get produced. No matter what anyone says, novels are longer. Therefore, they take more time to finish, and so while just as many, if not more people want to become novelists than screenwriters, less of those people have a finished manuscript. Less competition. Also, it takes less risk, as you do no not have to move to Hollywood to find a publisher.
As for your second question: Plays are chosen by the director or the producer, if they are not the same person. Either a director decides what play he or she will do, and contacts producers to attain funds, or a producer decides what play he or she will produce, and hires a director. As a local director, what I can say for you is this: Start with community theatre. Either find someone who wants to put on a production and show them your script, or put it on yourself. If you put it on yourself, make sure you count your costs. Advertising plus theatre space plus rehearsal space. If there is a nearby school with a good theatre, use that--it's cheaper. Under sections 40040-40048 of the educational code, it generally costs about $350 - $500 per night.
All in all, you will hear this over and over again: the worst thing you can do in this business is stand still. Expand outward in all directions if you can. You're only limited by time, which, take my word on this, you can always make time. Always.
I hope this has helped.
-giusti