SOOOO many threads like this on DP. It's neither and both. It all depends on what your customers are like, and what exactly you're trying to do with your traffic. More people tend to click on interesting twitter links, but people that come from facebook tend to have a lower bounce rate. At least that's what I've experienced personally.
In my experience, I had more traffic coming from Facebook than twitter. Wait, I ONLY got traffic from Facebook and none from twitter. That's probably because we are a facebook nation - Philippines, than a twitter nation.