Out-of-class activities play a crucial role in student learning. However, student opinions on the design of these activities are rarely measured across several different classes. The purpose of this study is to understand students' preferences and attitudes towards new "Engaged Mathematics Labs" in which professors and teaching assistants assisted students in completing an assignment during lab time. We analyze both qualitative and quantitative survey responses from [approximately]200 first year students participating in "Engaged Mathematics Labs" across two different levels of mathematics classes at a large Canadian public university. Results indicate that students enjoy being able to work in groups regardless of major or gender. Moreover, students learned to effectively use resources available in the course to solve questions that deepen their understanding of course concepts. Understanding the student preferences from this study can help form the design of future learning activities and future pedagogical studies.