Beardies have fantastic personalities, but are very expensive to set up and fairly expensive to maintain. Will require basking and UV bulbs. They are diurnal
Leos are inexpensive in comparison, and reasonably handleable but not as personable as a bearded dragon. Due to their ease of care they are often an great first lizard/reptile and harder to mess up. Nocturnal
Both species are hardy animals with decent lifespans.
It's a trade off really and depends on how much you are willing to put into it.