Yeah, this is a tough question. I hosted The Wayback Machine for over ten years on KDHX in St. Louis and LOVED it. But it was a LOT of work... I put a ton of time into show preparation, research, not to mention money buying records and CDs, promoting the show, you name it. But that's the way I am. I don't do anything half-assed. I typed up playlists and posted them online, sent them to labels requesting promos, etc. It was a real thrill for me to play this crazy-assed music on the airwaves. I'd sit there at the station while doing the show and just get a huge rush off of the thought that this stuff was going out over 50,000 watts and anyone in their cars could just flip it on. And that thrill never really wore off, even after almost 11 years.
It wasn't until family responsibilities started getting in the way of the show, or, more appropriately, vice-versa, that I decided it was time for a change. I was finding less and less time to put into the show and I could sense that the quality of it was diminishing because of it, and it was causing friction at home (never a good thing). I brought in and tried out a couple cohosts towards the end, thinking that would help, but it just didn't really click, and after a few months of this I just decided to pull the plug. The only reason I really had to do that was because it was a WEEKLY show, and two hours long at that. I'm way too much of a perfectionist to just go in and wing it every week. So, because I had less and less time to dedicate to the show and keeping it great (not just good), I pulled the plug on it. At the time I was also podcasting (Savage Kick), so I still had that avenue for expressing my musical tastes, and I stuck with it.
So now I don't have a radio show anymore, but I'm still podcasting, and I'm still running this site and all that. I find podcasting a LOT different from terrestrial radio, of course. But it takes a lot less time for me to prepare for and do my podcast than it did years ago with my weekly show. Plus, I think more people hear the podcast than heard the radio show. It's more convenient for people to "tune in" to a podcast whenever it's convenient for them rather than expecting them to tune their radio to your show at a specific time every week. I discovered that was just way too much to ask of most people.
So while I totally enjoyed doing the radio show and would do it again in a heartbeat (if my schedule allowed), I'm enjoying the podcasting thing because it's so much easier and less strain on my personal life.
Hope this helps! Let us know what you decide to do. You might even try to do both.