I have little experience with Mt.gox.... but i have heard they are very slow for withdrawing funds..
BitStamp on the other hand I haven't had any issues like this. (Apart from when they blocked my funds until I provided ID, but I think mtgox did this too, and now it's standard if transferring money from your bank)
On bitcoinity, if you look at this market share chart, you will see that with a 6 months span mtgox provided to around 50% of the market, but in the past 30 days it has leveled out with bitstamp and actually bitstamp held bigger market share than mtgox for the first time (i think)... Around 30% each, this just shows how people are losing faith in Mtgox and prefer bitstamp for many reasons...
http://bitcoinity.org/markets/list?currency=ALL&span=6m
I personally use bitstamp for the current true bitcoin price , that's not to say I don't also watch mtgox prices but I see it as inflated, maybe because this is where 90% of noobs exchange their first coins, idk.
Also if you buying in for the first time, bitstamps prices are generally lower than mtgox, so more bitcoin for your money i suppose...