Haven't tried the buenelos...they are a pre-packaged thing, so they don't look like they would be that great unless you are full and want something to just take with you for later.
The churros are like a long crunchy on the outside, soft in the middle warm fried donut rolled in cinnamon sugar. They can be a little greasy, but they are pretty tasty...IF they are a fresh back and warm. They can get a little tough and dried if they sit too long.
So, fresh churros definitely if you are hungry.
If you are stuffed, just get the buenelos and take them with you (then report back and let us know how they are).