I prefer Yahoo just because that's what I'm used to. I find that managing my lineup and adding/dropping players is easier. I think ESPN's content (projections/articles) are more valuable though.
I play on Yahoo, Fox Sports, NFL.com and ESPN, and they are all about the same.Just be sure to play in a public league that is NOT controlled by a live 'commissioner', too many people have complained of monkey business. Last year I checked the results of one of my games, and 'somehow' a WR I did NOT have started for my weekend game, in fact, he is a kick returner labeled a WR that seldom played WR, and there was only one way he could have been put on my roster, let alone starting, and that is with a crooked commish.