there are plenty of advantages to each. nylon string guitars are not meant to be played with a pick, they are meant to be finger picked.. they are mostly used for playing classical music. a steel string has it's own very distinct tone, and can be loud enough for people in a small vicinity to hear you, without you having to plug in to anything. plus it's the guitar you would normally play with a pick.

then there is electric, there are obvious advantages to this over an acoustic.. for one, you could plug it into an amp that was taller then you and have enough volume to blow the windows out of a house. OR, play it into an amp, then listen with headphones. it is much more versatile in it's range of tones, able to play anything from jazz to death metal.

it's preference really.. if the acoustic is too loud, then you could try to quiet it, so you can still have your acoustic sound and feel. or you could get an electric, and play it unplugged, or with a headphone amp.