we use both. we had a couple of issues with protx/sage in the past and so installed worldpay as our backup option.
We now use Worldpay for people who are paying in full, and Sage for installments. The sage installment system means we don't store any credit card information just a code that sage give us when we set the installments up.
Worldpay do seem to hang onto alot of our money each month, we get about half paid into our account and they keep the rest till next month to cover refunds.
You might want to ask your bank which one they prefer, or which they are affiliated with, as you may get a better rate.