They each have their pluses and minuses... assuming you're comparing something like the PIX / ASA to the CheckPoint firewalls. Really the nice thing with CheckPoint is the policy mgmt is very flexible and allows for great centralized management. This works well for internal firewalls where you may have a lot of various "enforcement points" as CheckPoint calls them. The downside to the CheckPoints are that they are an application that runs on top of a normal operating system, be it IPSO, SPLAT (Linux), Windows or Solaris. Because of this a lot of times the configuration of things like proxy arp and routing must be configured at the OS level instead of at the application level or policy level. Most of them also use hard drives which tends to make them a bit more failure prone than the ASA. The Cisco ASA tends to be more configured at the device level (unless you're using CSM which isn't nearly as user friendly as CP)... the benefits are that it's always an appliance and everything is configured via the ASA UI, there is no "OS" that you have to configure separately... I like the CLI, but ASDM and Cisco CSM is available too.
Career wise, I'm not sure it matters a whole lot... but if it were me I'd take the Cisco route and learn CP later. If you can figure out Cisco you'll probably be in good shape to learn CheckPoint fairly easily. Realistically all firewalls essentially do the same thing, just have varying feature sets and configuration logic... but if you can figure out one, you can probably figure out any of them since you know enough to know what you're actually trying to accomplish.