I will not tell you which is better, because that is pure preference, but I will give you some details on each game that may help your decision.
Dawn of War has four faction with the vanilla game, five with Winter Assault, seven with Dark Cruade and will have nine with the upcoming Soulstorm. Most of the factions have unit archetypes to fill each role (scout, infantry, heavy infantry, mech, tank, etc) so the differences between each army is moderately superficial (some have significant differences), but the character of each army is very distinct.
Company of Heroes has two factions with the vanilla game, four with the first expansion. There is a difference in focus between the factions, but ultimately it's real world technology and those were mostly the same.
Dawn of War features both ranged and melee combat, meaning firstly that you will get more out of DoW if you like the thought of watching fisticuffs and secondly that there is dancing involved, where you try and keep ranged specialists away from melee specialists. It can be some tough micromanagement. There's just something extremely pleasurable about watching Dawn of War's combat, too. Watching lines of soldiers going at eachother is great. You'll have larger battles faster in Dawn of War. The game is about infantry swarms, to an extent.
The fact that in CoH, your infantry squads can only reinforce while at your production buildings means that DoW has a little more gusto in its infantry combat, as battles can wage longer as you replace fallen men.
Company of Heroes has destructable environments (wall in the way? Not if you have a tank.) and buildings that can be garrisoned, meaning you can use - and adapt - the environment to best suit your plans. If your enemy is trying to set up a killzone, take the flank by smashing through some walls. Or lob a satchel charge into the building he's garrisoned.
Dawn of War features a morale mechanic. Certain weapon types are more effective at damaging morale (flame, for example) and attacking morale can win an otherwise unwinable fight. This adds a cool layer of depth. There is also a simple cover mechanic, where craters impart defensive bonuses and water causes defensive detriments. CoH features a much more advanced cover mechanic (almost everything in the world provides some degree of cover, so where you attack matters - there's real depth in planning. While there is no morale element, units can become pinned when under heavy fire, which causes reduced efficiency. It works in a similar way to morale, but it's more oriented towards realism - rather than a health bar.
Dawn of War's resource system is based around territory control. Cap it and defend it. and you're earning one of the two resources. In Company of Heroes, the resource system is much more complicated. Firstly, the may is split up into zones, and the only way to earn resources from a zone is for it to be connected through adjacent zones all the way to your HQ. This means you can't just run deep into enemy territory and start capping stuff - you can, but you'll earn nothing on it. This means that you expand outwards from your base and frotlines emerge. You'll find yourself battling for specific resources, killing to enemy to achieve specific personal goals based on your overall strategy, rather than killing merely for attrition's sake. The supply line thing also means that if you launch an attack deep into enemy territory, you can cut off their frontlines, meaning they won't earn resources on those cut off zones. It's pretty deep.
The resources are more complicated also in that you have fuel, ammo and manpower, while in dawn of war you earn requisition from capturable points, and power through buildable structures. And that's it. The different resource-zones in CoH mean that you'll expand depending on what you need most. If you're hurting for fuel, you'll put all your effort into attacking the fuel zones.
Both games have unit caps, but in CoH you have a total unit pool, while in Dawn of War you have separate pools for infantry and armour. This means that in Dawn of War, you will build armies based on a specific model (x infantry units + y vehicles), while in CoH it's a little more open.
Both games have a strong focus on unit counters (paper scissors stone), but it's a little more pronounced in Company of Heroes. In DoW, you'll have anti-infantry, anti-heavy-infantry, anti-building and anti-armour, and that's it. In CoH, there are different ways of effectively doing the same thing. Putting down infantry is not just about building anti-infantry units, but in their application. Put a machinegun nest at point a and b, a sniper at point c and a mortar at point d and you can funnel your enemies into a horrible killzone. You don't really get that in DoW. Company of Heroes also has zonal damage, so hitting on the flanks and rear will cause increased damage. Especially noticable against armour.
Company of Heroes also has special 'commander' abilities that you control. Each army has a few different categories (air, armour, infantry, etc) that you can choose to specialise in, and as your units win battles they earn you experience you can spend on special abilities that can really impact the game.
Visually, Company of Heroes is much nicer looking. CoH has by far the better single player campaign, but both games have extremely good skirmish AI. Both have great online communities, too. Whether you're looking for an on- or off-line game, both satisfy.
Ultimately, Company of Heroes is a more polished, more refined version of Dawn of War - it is a sequel in all but name and setting, and it is a damn fine sequel. But if you're looking for science fiction, and if the brutality of Dawn of War appeals to you, then just go with DoW. The game is spectacular and the upcoming third expansion means it's still very current. I own both and I far prefer Dawn of War.
I'd suggest you check out demos of both (as well as the DoW expansion demos) and see what you think.
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