I intend to do full write-ups on both, but my schedule's not going to clear up for the next few weeks.
In the interim, I think it's apples and oranges. Sure, they both cover exploit development, but there are huge differences in the tools, techniques, and approaches. As usual, OffSec focuses on doing everything manually and uses OllyDbg. The Corelan boot camp might as well be called "Exploit Development using Mona.py." You spend nearly the entire course in Immunity and working with Mona, from basic stack-based buffer overflows to egg hunters to ROP exploitation. The amount of annoying, tedious tasks that can be performed effortlessly with Mona is nothing short of amazing.
I think the Corelan course more accurately depicts how people who perform exploit development day-to-day go about their work. However, it's still important to understand what's going on behind-the-scenes and not rely on Mona as this magical tool that just works. Both courses compliment each other well, and I recommend doing both. Also, Peter is great to interact with, and being able to ask questions and bounce ideas around with him is a fantastic experience. He's going to work with you and not just tell you to try harder.
I actually took the Corelan course a couple of weeks before my OSCE exam, and one thing that did surprise me is that it really didn't help much, if at all, with the exam. I thought I would crush it for sure, but it ended up being the usual miserable experience with a miraculous pass in the last few hours. In fact, I actually ended up using a technique that wasn't covered in either course. I can't say more without spoiling it, but I posted my solution in the OffSec OSCE-only forums
Also be sure to check out the SecurityTube assembly and exploit development videos, as well as the tutorials over at The Grey Corner (thanks to UNIX for showing me those).
The day you stop learning is the day you start becoming obsolete.