I suggest you try them both. There's nothing like having to experience the taste and texture of both exotic ingredients.
I have eaten both, and find them delectable but they are not my preferences. Escargot may be better because it is mixed with other ingredients which may somehow hide the 'snail'. Caviar is eaten as it is or with crackers, cheese and wine.
Again, my preference is not that important. You be the better judge.
If you don't like the taste of either one, at least you have tasted them, and there's something to talk about with your friends should you come across that subject.
Make eating an adventure too! Ciao...