Both hotels are nice, but I prefer the Sheraton as I find it more relaxing and less hectic. The Westin is near the tourist shopping area, but you can take a free shuttle from the Sheraton to that area.
The Sheraton offers free shuttle service from the airport for Plats. even if you arrive at 2am. Taxis from the airport can be amazingly expensive for some reason.
Room rates are usually lower at the Sheraton because of it's location away from the central tourist area.
I prefer the lounge at the Sheraton though the lounge at the Westin is fancier.