I think since Adobe bought Macromedia they might end up merging Firework and Photoshop...which will suck because Fireworks is a lot less expensive than Photoshop, and I wont have that alternative anymore...
Anyway, I much prefer Fireworks - perhaps just because it's what I first learnt, but also because to me it makes more sense - for instance how it handles vector objects as objects as opposed to photoshop which (as I understand it) handles vector objects as simply outlines for filling.
And like Shawon says the UI is much better.