I did a PhD in math and if I were to do things again, I'd do applied math because I think I enjoy applied math at least as much as pure math (this is not true of everyone) while also having it have more obvious job prospects. I did pure math in part because I was told it was easier to go pure->applied than applied->pure. I still think that is true and was a not an unreasonable way to choose what to study. I fundamentally had a very good time in my PhD (I would absolutely describe it as fun, though that would only be part of the picture) and learned a ton and now am transitioning to applied math in exactly the manner that I had been told would be possible (though I feel like I did this more by luck than by it being systematically possible).