I own one of each, and I would say it would depend on:
(1) how much you want to spend. MIM Fenders can be had for around $300, the SX for around $170.
(2) how much you plan to mod. Neither of mine is, at least for the moment. From what I have read, you have better success finding parts for Fenders, and you have to do less drilling, etc., to make things fit properly. Even something as simple as a pickguard would require extra holes on an SX.