It's all a matter of preference. Personally, I like Gradius a bit more due to its slightly lower difficulty curve and unusual level design. Gradius III was gorgeous for its time and made some nice use of the SNES hardware. R-Type has more for the purist, however, and due to the sheer tenacity of its brand it's natural for it to have a stronger following. There's no such thing as Gradius Command but by the same token R-Type lacks a spin-off series rife with penguins. They're both solid and worthwhile space-shippy-shooty series.
Also, Darius. Here there be space fish.