More subjectively, most people I've chatted to about it seem to find Mercurial's interface much easier to grok / pick up as a new user than Git's (which is somewhat notorious for its quirks).
There are other differences, but these stand out to me. That said, I use Git because adoption + community (and my experience with hg-git has been less successful than some... though it's been a while since I gave it a spin)