It depends on the application. Stress Coat is nice because it's a water conditioner with some healing and stress-reducing properties. StressGuard contains colloids that bind to exposed proteins in wounds, and acts as an antiseptic as well.
Stress coat is a slime coat replacement, which means it can actually inhibit normal gill function if overdosed. You don't have to worry about this with StressGuard.
My personal preference is SeaChem StressGuard.