The GUI. I like it as my screen saver. Is the console faster?
The console is faster, and if you use a login screen (different names for each user) then the console is the way to go.
If your system is fast enough, you can run both like I do.
AMD Sempron 3000+ and 768 MB RAM are fast enough that I can run a console in the background all the time.
I keep a GUI F@H running as the screensaver, so I can see progress and show off to my family and friends what is really meant by "folding proteins". You would be surprised by the wide-eyed looks that I get when my wife mentions that I can spend all night folding proteins on the Internet.
I keep a shortcut to the GUI folder so I can restart the GUI F@H. It needs to be turned off for many games that used OpenGL. That is purely a M$ problem.
I can count on 100 - 150 ppd off this system between both F@H cores. I started running both when the kids would reboot and leave the system at the login prompt - the GUI would never start until someone logged in.