I like both.
Scents - when BBW get a scent right, it's fabulous and strong and I lean towards them but all too often they smell samey. The fruit/floral ones in particular can be all much of a muchness. Yankee have more variety of scents and they are actually all different even if some of them are very light.
Burn - Yankees can tunnel (and require a lot of effort to fix) and BBW can have dreadful drowning wicks so that's a tie. You get a faster wax pool with the BBW so they're better for a quick hit but the candles don't last as long. You can leave a Yankee burning all day (trimming the wick every couple of hours) but the BBWs can only be safely burned for about 3 hours in one go.
Cost - buying both BBW 3-wicks and Yankee large jars at the lowest possible cost (i.e. $11 vs B1G1 respectively), the Yankees are better value for money as you get more burn time per dollar.
So I use BBW when I want a lot of scent, fast, and I use Yankee as a background all-day scent.