The reposados of both brands are great. I like Don Julio better, but it's a close call.
The anejos are both good too. Don Julio is a very well aged and sweet/caramel flavor with little spice and is really smooth. Dos Lunas has a bit more flavors...including more oak, but isn't quite as smooth.
All in all, both tequilas are very good choices. My favorite out of all of them might be Don Julio Reposado. But you can't honestly go wrong with any of them.