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Dark Angels have Grey Knights beat when it comes to variety of builds you can choose simply because the Grey Knights have little choice to choose from as is without allies.
What's your budget like? When it comes to starting off, GK isn't a bad place to start either as their status as the "elite of the elite" means you can start off with a low model count and still play decently sized games. Not to say you can't do for Dark Angels as well if you go pure Deathwing/Ravenwing but GK can pull it off even moreso. Dark Angels is also good from the fact that you can get a bunch off models sold second hand from eBay for good prices or just splitting the Dark Vengeance box with a friend.
I would say that Dark Angels is a little bit more forgiving in losses than GK but Dark Angels are also a bit on the lower end of the competitive spectrum. GK on the other hand needs to be played with more finesse given its super-elite nature and dependency on getting psychic powers off to make the most of its units. I would say they're a bit higher on the competitive tier simply due to dreadknight+interceptor shunt spam.
And as BrianDavion has already mentioned, knowing your playstyle preference is going to help a lot in narrowing down what you want.
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