I love them both, to be honest. But Halloween is more fun for me. With Christmas:
1) You have to see family you may not want to see or are too far away from to see without a costly, time-consuming journey
2) You feel obliged to go through the agonizing process of trying to figure out what to give people that they'll actually want and need, and then possibly spend too much money on those things out of guilt or social pressure to do so; until you get all the required gifts it looms over you
3) the stress of opening gifts, because it might be something you don't want or need but you don't want to make anyone feel bad so you have to pretend that it's perfect
4) assuming you have all of the three things I already mentioned, you're luckier than most, but many people don't and that makes it hard for them for that reason; it's a depressing time for so many people, in spite of the hope for it not to be.
Whereas with Halloween, there isn't really all this emotional pressure associated with it. It's more of a playful holiday in spite of it being about monsters and ghouls. It's just more laid back and fun.