It depends on who you are facing. Dialga has a weakness to only ice/fighting, and Palkia has a weakness to only dragon/fighting. Dialga's steel part counters the dragon, and Palkia's water counters the Ice.
Stat-wise, Dialga is more offensive and Palkia is Defensive. Otherwise, they learn [pretty much] the same types of moves with the same power.
Personally, I would say that Dialga is better, but technically, they are equal.
Sorry, Where I put Palkia is weak to water/fighting, I meant to put weak to Dragon/Fighting. I edited it though, so its all good.
[Edited by Ho-Oh2224, 4/30/2007 4:13:48 PM]
you forgot ground with dialga >_>
personally, because of the fewer type disatvantages, and higher speed, I would choose palkia, and I also do not believe that fighting is effective against Palkia.......fighting dosent have an advantage over dragon, water, but it does have one over steel.
Palkia is a better type trumper-due to the fact that he/she/it can learn a variety of moves and has a better speed factor, personally, I use Palkia either first or second
edit: had some typos =P
[Edited by Latiosmaster47, 8/21/2007 6:15:25 AM]