They're both good for different reasons. You're really just going to have to play around with both of them, since a lot of people like one or the other primarily based on personal preference.
I think Lexis is a little easier to just navigage around in; Westlaw is a little more counter-intuitive, but once I learned how to use it better, I think I like it more overall. The only thing I've encountered that I think Lexis does much better is news searches. Westlaw's news database seems much more limited.
No matter which you eventually prefer, you should still learn to use both for a couple of reasons. First, if you make it on journal, you may have to search for a huge variety of things to cite check and to research your comment, and not all resources are available on both. I recently ran into this; the major case I'm basing my comment on was recently cited in a journal found only on West, and not on Lexis, so if I didn't search both regularly, I might miss something that could preempt my topic.
Second, most firms have access to only one or the other, and it'll make your life easier having at least a basic knowledge of both because you won't know what service your future employer uses.