Being an FBI agent garners respect. Being a CIA agent garners outright fear. Do you want to be respected or feared? The correct answer is: CIA
One of my college professors was a former FBI agent who worked in Chicago. With the CIA, there's just too much secret and classified crap. If I were to work for one of these organizations, I'd want to be able to brag. So FBI
Woman: "So what do you do?" You (FBI): "I'm an FBI agent." or You (CIA): "I could tell you, but then I'd have to kill you."
Think what the I's in each of the acronyms mean, Federal Bureau of INVESTIGATION, or the Central INTELLIGENCE Agency. I'd rather work on some intelligence than investigating crap.