I have used both, but I prefer Thunderbird because it uses the industry standard MBX format for its mail. This means that you can import that mail into just about any mailer out there that supports MBX (and most do). The upshot? You are not "locked in" to Thunderbird long term. You can change your mailer like you change your browser if you get tired of it.
Mac Mail on the other hand uses a proprietary format for its mail. While you can export mail out of it and into MBX eventually, it is not straightforward for large volumes of mail. For this reason alone, I prefer Thunderbird.
Thunderbird has one more major benefit - it is platform independent. This means that I can (and I do) copy all of my Thunderbird mail folders to an external hard drive and drop them onto my Windows box or my Linux box and have Thunderbird there work with them happily. Hence, a Thunderbird user is not even tied into any particular computing environment (Mac, Windows, Linux, etc.) for access to their email.
Thunderbird features unparalleled flexibility as you can see. It is also hugely feature rich, which makes it a great mailer overall.
I have both Thunderbird and Mail.app set up on my machine, and I occassionally use Mail.app, if only to get the background stationary (a feature that Thunderbird does not support). In the end, I use Thunderbird for most of my emailing, but now and then I use Mail.app and just cc: myself on the outbound mail so as to get a copy of it into my main Thunderbird email stash. Perhaps you should do the same thing. Then you don't have to decide which one - you can work with both for a while until you decide.