If you are not sure you want to pursue a PhD, one approach is to first apply to a non-terminal academic MS program and then transfer to the PhD. In many cases, credits earned towards an academic MS can be carried over to the PhD. Students who lack research experience and/or are uncertain about their research interests will be disadvantaged when applying to PhD programs; a student who has done substantial research during the MS and has resulting publications may have a stronger PhD application.
Sometimes PhD students discover they are not really interested in research or their chosen research area is not what they thought it would be. Programs will typically allow such students to leave the program with an MS degree.