Both. I was in band in high school and I wanted to join the local youth orchestra where I live (Clarinet/Bass Clarinet player here, they needed clarinet players) but it was too expensive.
Being an oboist, I can be in either or both. =P (and have been in both)
But I choose band, because I love an ensemble of purely woodwinds and brass (not meaning to exclude percussion, what I mean is as opposed to having strings) because they are my favorite instruments.