I wouldn't want to be either of them -- their lives are too hard and painful.
I usually prefer Harry in canon and in fic, because Snape in canon is very unsympathetic, and some Snapes in fanon can be absolutely unbearable.
That said, I think Snape is a more interesting character to write than Harry. Harry is our POV character, so he has few secrets from us-the-readers. Also, Harry is a child for most of the books, and a fairly standard example of the archetype of The Boy Hero/The Chosen One.
Snape is an adult and an enigma, and seems to have far more secrets, and if he's an archetype, it's The Reluctant Hero or The Anti-Hero, which means he automatically has more complexity, which gives writers more possibilities to work with.
Plus, it's always fun to write someone who has the courage to be thoroughly nasty, because we've all thought nasty things, but usually we abide by the social conventions that say we're not allowed to actually say or do any of the nasty things we think. Snape has a delicious sort of forbidden freedom in that area.
I think what really gets me about Snape, though, are all the what-if?'s and if-only?'s in his life: all those points at which a different action could have changed so much, and possibly even avoided so much pain and suffering...