For me, it depends on my mood. Sometimes, a pour of bourbon is what I want, while other times, I reach for the Scotch, whether it's a sherried Speysider, a peaty Islay, or a middle-of-the road Highland.
Sometimes I switch styles multiple times in one session.
I can't say that one is "better" than the other, though. However, at least in the US, bourbon tends to offer more for the money - I can get a bottle of Stagg for about half of what I paid for my now-no-longer-available Ardbeg 1977 (which is going to stay unopened for a long while). I had a bottle of '77 early this year, and it was superb (provided you like peat in the first place, as I do). Fortunately, I managed to find another one before it disappeared for good, but it was still on the very top end of what I'd be willing to pay for a bottle of anything.