I have not gotten to any of the Arnhem scenarios but I have played several from Berlin. Berlin is a big battle and it gets down and dirty quickly with a lot of house to house fighting.
If you are new to the game system then I recommend Arnhem because I seem to recall it having some smaller scenarios. Berlin is not great as a training game unless you are playing with someone who knows the game pretty well. Both come with the basic game, a fantastic introduction to the system, but the Berlin scenarios van be intimidating for new players.