I've had both (but a cat first so bias) and I must say I really prefer cats for that reason: They seem to have more personality, or maybe that's not the right word but rather their behavior seems more diverse, and it's easier to map lots of their quirks and habits to human behavior. Dogs are usually praised as loyal companions and that's mostly how I experienced that too, but it was always a more naive thing. Like a little boy that understood that you're the one feeding him and being really happy and thankful for that. A cat is more like a teenager that needs a lot more space, but when they do spend time with you you enjoy it all the more.