Colosseum had:
-Better characters with Wes and Rui.
-A very gripping storyline from the word go. It really was amazing the first time you played it.
-Espeon AND Umbreon were better starters. You also start a bit higher leveled so less grind time.
-A more mature theme overall good for teens/adults, XD seems more watered down and focusing on children.
XD had:
-Better graphics and animations
-More Shadow moves
-More Shadow and wild Pokemon!
-Anything you want bby girl ;)
-New locations and characters
I've only played Colosseum so i'm obviously biased but I think Colosseum looks like a better package overall, the setting, theme and story were nailed perfectly, I loved every second, XD still looks good with some gameplay tweaks and decent story but Colosseum all the way bby!