I've used both for 100+ mile, one-way moves. I prefer U-Haul - more locations, and I've found their trucks to be more reliable. Last time I moved, I went with Budget and I went through three truck before I could leave town. First one, the battery died. Second one, the ramp wouldn't come down. Never again, especially for the same price.
"I must study politics and war that my sons may have liberty to study mathematics and philosophy."
- John Adams