The Dark Horse ones are the old floppy phone book style, while the Marvels are hardback on glossy paper. Marvel was also able to use other stories from their stable when reprinting the Savage Tales issues (Ka-Zar, Man-Thing), but not Kull, Solomon Kane or Red Sonja except when she appears in a story with Conan. Depends what you're looking for, if you just want the stories, the DH ones will probably do. If you want a higher end collection with full color covers, articles, letter pages, etc., the Marvel omnis are the way to go. Neither collects the complete issues, but at least DH has the Kull and Solomon Kane phone books to fill in some of the gaps. It's an open question at the moment if Marvel will make a deal to reprint those themselves, at the moment it's no.
The Red Sonja one reprints a number of stories from Conan the Barbarian and Savage Sword of Conan, but with the modern coloring. Your mileage may vary if you want them that way, but that's the only way they are collected right now. I don't see Dynamite going back and doing a B&W collection for them.