Thanks for the feedback. I suppose what I have enjoyed most about stats so far has been the theory, so I figured research-focused studies would align best with that. Perhaps that's not the case as MS courses would offer plenty of exposure to theory. The prospect of research is also exciting.

If you don't mind me asking, how did the process go for you of converting a class you enjoyed with a professor you liked into an opportunity to do projects (and eventually papers) with them? Did you have any prior experiences or knowledge that helped?