They are very different. FFVIII's plot is more or less a train wreck, but it doesnt stop the game from being an enjoyable experience. The characters also tend to lack depth and common sense, but if that doesnt bother you, you'll still enjoy them.
FFIX, by contrast, has extremely good character development and a much more cohesive plot and setting. Unfortunately, it really loses direction about halfway through and never quite recovers. That being said, it is still an incredibly charming game.
They're just so different from one another. I'd say go for FFVIII if you're a fan of "it's fantasy, so anything can happen" type stories, and you like cheesy romances. Otherwise go with FFIX.
Gamefaqs has taught us that academic fields like literature don't exist because of teenagers that say "well that's just your opinion and I disagree."
8 has better story, atmosphere, and delectably a better combat system.
FF9 has a feeling more akin to FF7 but lacks the class system that gave those games a good deal of their charm.
8 also has the best music out of any FF game.
??? 9 has defined classes for every character. That was largely the appeal for traditional FF fans (especially fans of FFIV)
Agree 8 has a better story (Despite the cappy antagonist) but I think 9 is the better game.
Also Squall is not a bad protagonist.
Junctioning Guardian Forces and past trauma have messed with his mind, as he progresses through the story he matures into a fine leader throwing away his reclusive nature and blooming into a better person.
It is one of the best examples of character progression in Final Fantasy.
Also his father Laguna was probably my favorite FF "MC" of all time.