The biggest difference between the two is strength, glass can break (Although pretty hard to do) whereas stainless will not.
Pros to both include; temp play, firm stimulation, easy cleaning/sterilizing, little lube needed (If any) and long term life.
Cons; hard, unyielding, requires some care with storage.
I would start with a glass toy first before you dish out the money for the stainless. Plus, glass gives you many more options with textures, design and looks. Although stainless will give you better temperature holding.