It all depends on the shopper; I think each of them works it out their own way. You should try both sides out and see what works best for you. I know some shoppers who can't handle too many of the little shops at once so they stick to the big ones. I also know shoppers who can't find any big shops where they live so they have nothing to do but the little ones.
In the long run, I believe that moderation is the best - 50% of the high paying complex shops and 50% of the low paying simple shops. Sometimes you won't really have the option if either is not available to you, though.
Distance varies from shopper to shopper, especially when it comes to where you live. 10 miles may not be much in a more rural area, but in a large city such as New York, 10 miles can be a much tougher ride. Some shoppers don't mind the drives but some can't stand traffic. More than anything though, make sure that the distance is worth your time. Mystery Shop Companies will generally offer you a bonus payment to cover the gas and distance, but they might just choose another shopper who lives closer so that they won't have to pay extra for you. Longer distances also equal more time, so if they're not willing to pay you more for the extra time then the shop might end up being not worth the money.
That's just my quick point of view on the matter, I'm sure the experienced shoppers on here will have much more valuable input, as well. Either way, welcome to the industry and good luck!