I would go the cross trainer, just because it works both your upper and lower body, and I think it burns more calories. And you can always walk/run outside on the street, so the treadmill would be doubling up...
Can you try them both out before making a decision? You might find one works better for you than the other.
If you're buying online you could make note of the brands and go to a local sports store to see if they have the same ones. Then you could try them out in the store.
Otherwise see if you can find some reviews online. I did that before buying my elliptical trainer because I wanted something cheap but I didn't want something wobbly and awful! I ended up choosing a good second hand unit that had some good reviews.
I love my elliptical trainer, but I couldn't afford a good treadmill so I have nothing to compare it to. Elliptical trainers are good in working both the upper and lower body as both Iansmith and SarahC pointed out. It has the added advantage of giving you both a cardio workout and resistance work at the same time. And it's low impact. You're much less likely to injure your knees or ankles using an elliptical trainer than on a treadmill. If you have any existing injury I'd definitely recommend getting the elliptical trainer.