it is good to play both side depends on the situation, sometimes you feel today you just want to be a bad person and one day you decide another.  so it is really depends on how you feel.   but I do know one thing is that, if I decide to be a bad person with a heavy bounty and have all the fun, before I log off, I would normally go to that area where my bounty were , open fire a shoot in the air or on the ground, and then I put my weapon back again, and once the sheriff approached and allow you to have a dialogue with them, all I have done is just choose the option as surrender , and put myself in jail, then once it is over, all my bounty will disappear and you don't have to pay.  However, depends on how much you got in your pocket,  if you have a lot, it is always best to pay it off and if not that much just donate all to your camp for camp fund before I surrender myself.  otherwise once in jail, you will loss all the cash with you.