Both certs are packed with good information. The answer to your question revolves around what you want to learn. Everything from SANS has a business take to it. GPEN is focused making sure that you are covered, that you follow good processes, and also it has some great skills for the actual process. It covers all the goodies with enumeration etc in an environment where if you have questions you have a direct person to ask about it. It isn't as deep as the OSCP, but if you are interested in making sure that your practices are good etc, then it's a good place to start. I had fun in the class but the steps to pen testing and business elements are a focus the whole way.
OSCP covers enumeration, exploit writing, and popping boxes. There's tons of good stuff in there, and it's pretty much all skills and techniques with little focus on the business stuff like ensuring that you have a project scoped etc. It goes more in depth into enumeration and exploitation, even walking you through creating your own exploit. The courses are in video and PDF format, and there isn't just one person who is accountable for questions, but there are a number of venues for asking. If you are looking for a class that is fun from start to end, then this class is definitely fun. The only thing is, this class is what you make of it because of how it is delivered. You have the ability to pick up tons of skills if you don't already have them, but it isn't as spoon fed as GPEN is.
All in all, they both cover different material, and taking both of them wouldn't be a bad plan if you can at some point. The question is what you want to focus on first. If you are just starting and want some additional hand holding, go GPEN first. If you are already strong with linux and have some background with pen testing or security, then OSCP is a lot of fun.
CISSP, CSSLP, MCSE+Security, MCTS, CCSP, GPEN, GWAPT, GCWN, NOP, OSCP, Security+