Should I go for an REU or an internship?

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I'm currently a Junior in electrical engineering in the U.S. I have done research for 2 years so far with a professor, but have no publications. I may or may not have one by the time I graduate. I'm thinking about applying to REUs this summer to get more research experience as well as explore other research areas, but I'm concerned that this would put me in a worse position than if I got an internship in industry. I do plan on going to graduate school, but I have not decided on whether or not I want to do a master's or a Ph.D. Would it be a better idea to do an internship, given that I'm uncertain if I'll go the master's->industry route or the Ph.D -> academia or industry route?
 
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In my opinion, the REU is better for academia, and the internship is better for industry. I don't think it is a dealbreaker if you change your mind later, but you would be better positioned if your experience matched what you were trying to do.
 
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What about for Ph.D to industry in engineering? I mean, on the one hand, internships during a Ph.D would obviously be helpful, but an REU in undergrad would be helpful to get into a good Ph.D program.
 
That might be true. If the PhD program is focused on industry, as some are, that might not necessarily be true, but it is a more traditional academic program probably so.
 
Lots of Engineering Ph.D. programs value industrial experience. I did internships after my sophomore and junior years and they helped me greatly in getting my PhD application to stand out.

What REU's are you applying to? DOE SULI is a great way to get a good internship experience because there aren't many EE applicants compared to the available slots.