Maybe it's just my committment issues, but I love running on the treadmill. Running on roads just makes me feel like I'm locked in, and I'm not always sure if I'm up for the task. But running on a treadmill pushes me to go farther because I know I can stop whenever I want. It's like "I could stop.... But let me see if I can do five more minutes!" over and over. I also blare my music and zone out. It really lets me wander with my thoughts without worrying about tripping over the uneven ground.
Personally, I also think running on roads are harder because of the time committment and uneven ground. I think which is harder just depends on the person and what they prefer. Also, what incline and speed you have your treadmill on, as well as what type of road your running (hill vs flat road) constitutes towards which is harder, so there really is no answer. It all depends.
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