~Now if you want my opinion~
Personally, I lean towards thrift stores! Mainly because it's cheaper. I don't mind using creativity to style. Actually, I think outfits turn out better when creativity is in the mix.
Consignment shops are equally as wonderful, but I don't require name brand items. However, when I randomly find a name brand item that I actually like in the thrift store, I have the biggest smile on my face. The best way to describe that feeling is like winning a race after you were at the back of the pack or like getting your favorite meal after you gone without it for awhile. The feeling of pure satisfaction.
I hope this helps you decide where to go. Both are equally wonderful but we are all different. Choose the place that satisfies your personal taste!