I go for western, not because I think they are necessarily better. Eastern RPG's have just tend to become stagnant. They have really resisted change. There are SEVERAL great eastern rpg's. The western RPG's however, have not only embraced change, but have really tried to be the innovators themselves.
There was a time when I would drop anything to play a Squaresoft/Enix game but my tastes for storytelling have changed and I prefer the stories in Western RPGs. Most of the stories in Japanese RPGs seem corny to me but that's my opinion. But there will always be a soft spot in my heart for Final Fantasies 6-10 and Chrono Trigger.
Although I have been a huge fan of series such as Final Fantasy and such, and really love the JRPG's, I really really love the Action RPG's like Diablo (3/4 view style) and the upcoming Kingdoms of Amalur: Reckoning (3rd Person), and even the FPARPG's like the Elder Scrolls; and these all seem to be heavily made in western contries!
I love to get lost in the world, and collect/craft awesome gear, and I really love having that control to react as something is happening, rather than waiting for a timer, or dice roll to determine if I have dodged an attack!
I started out like many playing Japanese RPG's in the 80's and 90's but with game companies like Bethesda and Bioware stepping up their games, it's a close race but in my opinion western RPG's have the edge right now.
Although I'm really enjoying Dark Souls on the PS3 (by Namco) which is a wicked little game that I recommend to anyone who enjoys a hearty challenge.
I like both a lot, and at times don't see the difference outside of aesthetic choices. I mean Dragon Quest IX, Monster Hunter, Tales of the World, and more let you make your own characters and define their development through the game, the first two of which also being more open ended a la Elder Scrolls. While Sakura Wars lets you get to know your party on a more personal level in a way BioWare could learn something from. At the same time you have the likes of The Witcher from western developers in which you play as an already established character in a rather linear story progression, and Mass Effect which relies heavily on mostly uninteractive cut scenes to tell certain points of the story, which are tropes found prominently in late 90s, early 2000s JRPGs like Final Fantasy and Shenmue.
Overall I've played more JRPGs than I have western, but there are titles on both sides that are among my favourite games of all time, notably Final Fantasy VII, Shenmue, Mass Effect and Skyrim, so it's hard to pick a side at all.