I can't really choose. Kinda like the first two Die Hards. They're both perfect.
Gun to my head, I'd say Alien. I still remember my first watch. Not really knowing what to expect, the atmosphere and tension were exquisite.
With Aliens, you already have an idea of what to expect going into it. Not that Aliens doesn't exceed in every way, but the experience is ever so slightly contaminated by preconception.