None. I mean, I like them both, but my most favorite setting is 'Modern World with a twist'. For example I really like (and so I'm going to make a Story-tell RPG soon for my friends in this setting) the world from 'Heroes'. It's our today's modern world, but some people happen to have superpowers. It's awesome concept. Time is really lose to us, so we can better adapt our behavior than in middle age games, and yet there is some abnormal concept which successfully defeats the 'there's nothing new, so there's nothing interesting to do' problem.
Too bad, they are not making RPG's in this setting, but maybe someday...