Both have their strengths and drawbacks. There generally is only one species of seahare imported for the hobby. I forget the exact species offhand though. They don't live a long time but they are so ugly that they are beautiful.
If they eat all the hair algae in your tank you have to feed them something like spirulina pellets, but only some will realize that it's food and adapt whereas others will starve. The longest I ever had one live was somewhere between 18 and 24 months.