Its a very difficult question for me because I love both cheese and chocolates but still I would go with chocolates..
Chocolate is my favorite because it taste awesome for every bite and i never get bored with Chocolate.
CHeese cake like any cake just looks way better than it tastes which is why I prefer chocolate but why not have the best of both worlds and get chocolate cheese cake!?
Chocolate of course. You would have gotten better responses if you said "You can only have one in your life... Choose!"