An old question, but today the answer is simple: we have to do both, at the same time as well as in sequence.
This is not the old days, when people retire to caves and monasteries, although you can still do that. The acolyte of today must excel in both worlds, simultaneously. Think this is onerous? Too right! This is much harder than the aspirants of old.
First, you have to ensure your actions in either world do not undermine the effectiveness of the other. That is extremely difficult.
Secondly, you have to learn the 'rules' of engagement in both worlds. You may be focused on your personal spiritual aspirations, and acquiring those rules is hard enough, but you also need to learn the worldly spirituality of the subway crowd - that is also difficult to grasp.
Lastly, you have to know in which world you are currently acting, and thus, which rules apply.
No one said this path is easy.