I watched both last year, so I may be in a good position to answer. The MGM fireworks were at 8, and then Epcot fireworks at 9, so I was able to watch MGM's fireworks and then walk over to Epcot in time to see theirs. MGM's were good, lots of fireworks, but fairly short, I'd say between 5 and 10 minute display, themed to rock n' roll. (Think "R-O-C-K in the USA" song set to fireworks.) I was happy, then went over to see Epcot's, and was blown away. The usual Illuminations presentation, followed by another 5 minutes of extra fireworks themed to patriotic music. At the end was I'm absolutely sure the most fireworks shells I've ever seen shot in a short period like that, and I've seen many. There were so many going off that you couldn't even see the fireworks, just lights and a smoke cloud everywhere with loud booms. Afterwards, everybody was saying "What was THAT??" lol. So I guess it's a choice, Epcot's display was better, but MGM doesn't usually do fireworks, so getting to see some there is more rare.