I definately like Dialga better, for three reasons. 1, he looks a lot cooler than Palkia. I just find Dialga more awe-inspiring. 2, Dialga is a lot stronger. I own both Dialga and Palkia on my Diamond, and I know from much experience that Dialga is the better fighter. 3, a Steel-Dragon type has a lot fewer weaknesses than a Water-Dragon. So, yeah, in my opinion, Dialga is better in every way than Palkia.
palkia only has one weakness:dragon so how can dialga who is steel and dragon have less weaknesses dialgas weakness are: dragon ground fire ice fight at least