As far as the question, "Which is better for you?" goes, nobody can answer that, since you are asking about a health topic and there are two issues:
- No research has been done on this.
- Nobody here is qualified to, or wants to, make any statement on such matters.
From anecdotal evidence it appears that some people are intolerant to both, but many more to PG than to VG. So few are intolerant to VG that a reaction to VG might be found to be just to a particular brand or type of VG. However, nobody knows what the long-term implications of inhaling either are; some research was done on inhalation of PG over periods of a year or more (without incident) but the long-term effects are not known, for either material.
Governments will not be performing such tests because it is not in their interests to promote an alternative to smoking.