I definitely like SB more than HW. SB had more interesting zones to me, I really liked Doma and the other eastern areas a lot. I also liked the characters more. Gosetsu, Hien, the return of Nero in side stuff, all the Au Ra tribe leaders all were great. Lyse is kinda wack but I get that her story was more about her personal growth into a leader blah blah. Also Gaius Baelsar being back and on our side is cool but weird. I feel like no one ever stays gone in the story: Nero, Gaius, Zenos, Gosetsu, Yotsuyu, probably more.
Also liked a bit more diving into the Empire's issues and motivations of the characters there. The whole thing about the Ascians actually making the Empire in the first place is some
shit.
Not saying HW was bad but I didn't connect with the characters as much and I found the zones to be sorta samey. Also it sounds dumb but HW post-game actually took away from the story to me. Oh the dragon is dead, actually not really. Okay Estinan is cool, oh nvm, oh he is cool and he's retired now, oh actually not.
E:I liked the SB dungeons and trials more too, especially that last dungeon where you are fighting on an actual battlefield. Susano is probably my favorite trial so far but I did like the Four Lords trials too.