Unless you have a strong experience of owning and managing your own business, and confident that you will be able to run a business in U.S. on your own and create required number of jobs, I would say Indirect Investment is far better than making a direct investment.
Indirect investment, specially in construction projects are more popular in EB-5 due to its lower risk with job creation. In order to create the required number of jobs, once the construction budget is spent, the jobs are deemed to be created. Lets assume, a Project budget is $100 million, and a Project Developer is raising $20 million in EB-5 money, all the jobs created by spending $100 million can be counted towards EB-5 Investors visa requirement. And usually any good EB-5 Project ends up employing more people than the minimum required. Plus all Indirect jobs created through the Project can also be counted towards your EB-5 visa requirement, Indirect jobs means those are created by spending on raw materials, goods/services, equipment etc.
However, in the direct investment, only those jobs in which the individuals will work directly for the Company will be counted. Direct investment in a small business can also carry a much higher risk as it is quite common that small new businesses fail to meet their revenue projections in earlier years, so if $500,000 is not enough to keep the business going, additional investment may be required to keep 10 people employed throughout the required period.
In indirect investment, with any good EB-5 Project, EB-5 investment is typically structured with a maturity date so an investor can have a good understanding of the timeline of return of capital.