Depends on what you want to make. A mill can make things out of metals and other materials and might have greater accuracy but might be limited to the work envelope and finish quality. A router can also make make many things but might be limited to the materials you can use based on it's size and rigidity.
You should decide what you want to make and what materials you will use then decide what machine is best. Having both a CNC mill and a router might be even better :-)