That is an incredibly difficult question.

On the one hand, Final Fantasy Tactics.
On the other hand, Tactics Ogre.

You're literally talking about two of the greatest tactical RPGs in terms of story, music, and character depth OF ALL TIME. Asking me to choose between them is kin to asking me to choose between winning and winning. I'll go with winning every time.

You honestly couldn't go wrong with either choice, though I suppose I'd suggest picking up FFT: War of the Lions first, if only because it's a touch less complicated than Tactics Ogre. Both are very very very well worth your time and money.