I have been to both and I actually liked the one in Nagasaki much better, it puts it in a proper perspective - Nagasaki was a military harbor. Hiroshima museum is more emotional "look at all the suffering". Plus Nagasaki is a much nicer town in a valley, with the Portuguese colonial houses and much less tourists

The Nagasaki History Museum is also very well done, and particularly interesting from a Westerner's point of view. For centuries it was the only city where Europeans were allowed to trade with Japan.