The two bundles are actively developed so those considerations can
change in the near future.
I've migrated my admin panels from symfony2admingenerator to SonataAdmin recently, partly due to some bug in symfony2admingenerator, and partly because I've found SonataAdmin clearer.
SA uses an OOP approach, while S2AG rely on a yml config to define the admin panels
S2AG need to generate a complete CRUD structure via command (controllers, views, and a yml config), while SA panels are only 1 DI Service Class
in S2AG the configuration options are more obscure, since they are based on a yml file and on autogenerated classes, and often an error doesn't yield a meaningful message/stacktrace
in S2AG is simplier to customize the rendering of a field.
in the S2AG web pages, some parameters (like the filter of a list) are stored in the Session, rather than in the query string. This lead to the difficulty to link directly to a filtered list (eg: The comments by an user)
SA seemed more stable, but the MongoDB part is less developed and has less features than the ORM part.