As stated above, it's all about what you are willing to put into it. Besides both being considered "beginner lizards", you couldn't have picked two species that are more different.
Leopard geckos are considerably cheaper both in terms of the lizard and husbandry supplies as well as are much easier to take care of. They don't have much personality though, kind of like fish in an aquarium (which can be nice too). Another plus, many or most of them pick one spot for their bathroom and religiously use it thereafter instead of all over the habitat.
Bearded dragons are a lot more work. They eat a lot more often and a larger variety of food. The UVB bulb has to be replaced every six months ($$). They need a much larger enclosure. On the plus side, they're a lot more fun to take out and hold and seem to tolerate or even 'enjoy' being around people. I hand feed all of ours and it forms some good keeper -pet bonding.
In case you couldn't guess, I'm extremely biased towards bearded dragons... but leopard geckos make great pets too. It all depends on what you are looking for with care, time, and animal energy level.