SJA is far and away the more enjoyable show to watch, the tone for what it wants to do is correct, the characters consistent, and most importantly, it left me wanting more.
Torchwood seemed rarely sure of what it wanted to be, and worst still, is written so that people act in ways that are out-of-character to forward the story, or more frequently, add an 'adult' feel with sex, violence or conflict. This made it kind of ordinary.
SJA feels written by adults who have a sense of fun and whimsy, who love what they are doing, and want you to love it too. It pulls out daggy ideas, knowing you will groan or laugh, and that you will enjoy them anyway. The emotional core of SJA works. And Sarah Jane herself is handled well. Wonderful, sad, and dotty in just the right way. She had a few moments that brought me close to tears.
Torchwood feels like it was written by teenagers revelling in being able to put in 'grown-up' things like sex. The problem is it feels shoe-horned in. The heart of Torchwood is a mess of confused, conflicting relationships meaning that no-one ends up being very likeable. And Captain Jack is not the man we loved in Doctor Who. Now that makes sense, given his situation, but means the character we most want to connect with we can't. He has some beautiful moments, but they are few and far between, and the actor himself seems uncomfortable with his part.
The adult show is often juvenile in its attemps to be 'adult,' whilst the kids show is the more mature. The best thing about Torchwood is it gave us a new script by P.J. Hamilton.
I won't buy Torchwood on DVD unless I see it cheap, really, really cheap. And then only for the link to DW, and for the Hammond story. If it has a writer's commentary for that episode, bonus.
I would buy the series of SJA unseen, based on the pilot alone.