You have a choice when you are working with outcrop sections whether marine or of non-marine facies. You have a choice of only palynofossils when working with exploratory borewell material (well cuttings or cores). In certain marine outcrop sections like Jurassic, ammonites are better as they offer much higher resolution than accompanying calcareous nannofossils.
I agree with Syed Abbas Jafar. At out crops you can collect fossils- (mega), from different horizons, and also go for searching their lateral distribution, however, in cores you can not have this lateral opportunity, You have to collect palynofossils. If at all you were able to see the megafossils they will be fragmentary. Offcourse both have their importance. so you can not depend upon single.If available you have to study both, they will definitely give you information on different aspects of depositional history and paleoclimate. Especially in Gondwana coal fields this is observed very true and helpful.
Dear Zailiang, interestingly, the exact same question was posted some days ago by Paul Lyons and an interesting discussion started in which Syed, as usual, made useful comments:
Thank you for your offer. As you know, I am an earlier Retired Research Associate (injured in a car accident many years ago), School of Earth and Ocean Sciences, University of Victoria. However, I would like to be involved in our lovely earth sciences, particularly paleontology, no matter the megafossils or microfossils.
I have time and a limited retirement income from University of Victoria, and could voluntary to attend any research projects related to our earth sciences. However, you have to cover my research involvements (lab & equipment…), both my wife and my travel, living expenses and other basic costs.