First Day Covers Vs Proof Sets

I've only been collecting coins for a few months now, since my grandfather's collection was passed down to me. I've started collecting more recently minted coins, and was curious; which is the better investment, long term, first day covers or proof sets?

First day covers seem to be rarer, but proof sets seem better packaged.

I'm sure there are pros and cons to both, just wanted a few thoughts from you guys...