Which do you prefer? Built sets or outdoor dios?

I'll give you some pros and cons from my point of veiw. I prefer indoor shots, so here is my take;

Indoor shots:
Pros
you control the lighting
no wind/rain/snow/mud
no wear and tear on your joes from mud and sand

cons
hard to get bright lighting to look natural
can't get outdoor look to be natural (foliage/weather/etc)
indoor shots cost more $$ and time to build...

What's your opinion?