IMO BG's seem easier becuase its usually a case of 5 prefectly co-ordinated toons taking on groups of people who have never played together before (they don't play to their strengths or coordinate thier attacks), and given the cross-server nature of BG's, will most likely not play together again. Pre-mades are the exception to this of course.

I find WG to be a bit better...since you get more 'regular' players, even guild groups that occasionally participate. The overall co-ordination level seems to be quite a bit higher, and makes for more challenging games. I've had my team neatly picked apart in WG multple times by groups of toons playing well together (most recently by a group of warlocks and mages - the locks took turns of AoE stunning me, mages would nova or blizzard me ) - it keeps you on your toes.
The other benefit of doing WG is that if you play enough, you get to know the other regular players and they will usually be more inclined to help you (e.g. raid leader putting all your toons in the same group, or someone pocket healing you for the battle)

Cheers,
S.