Yu-Gi-Oh seems to be a lot more organized in its storytelling than Naruto is. I also like its mystical aspects with the Egyptian items. The characters are much more likeable, too.
Though, I do tend to enjoy Yu-Gi-Oh GX more due to its more light hearted atmosphere, the characters, the school setting, and there many duels that I found amusing/intriguing. I also like how the secondary characters also duel a lot more than the ones in the original series.
And... I just don't like Naruto... I already gave a short explaination in the Naruto vs Dragon Ball thread.
So, YGO is the better series to me.