I have not played all of the scenarios for either game system but here is my input and impressions.
Both are fun systems but they do differ in the details. Neither is extremely detailed, both designer groups having spent time and effort to boil the games down to important basics for fast game play.
Most of the LnL scenarios I played felt more like competitive puzzles to me. This is not a bad thing for it means that they can be played fairly quickly or in an evening or tournament. I felt that the long term replayability was a little lower, however because once the "perfect plan" was found things were a little less fun. This was easily rectified by adding/removing units or altering VCs, though.
The CoH scenarios had less of that puzzle feel because of randomness of the command cards. Certainly some of the scenarios were likewise constrained (this is just a general observation) and CoH tended to take a little longer to play.
One interesting thing I noticed while playing LnL is that because of how the dice are used in combat LnL felt more dependent on the dice and scenarios often had a moment or place where a sequence of rolls determined more of the outcome. While playing CoH there were times when what I did depended on what command cards I had, but I did not feel as straightjacketed as I did with LnL and the cold dice.
Most of the people I game with did not enjoy LnL or CoH as they felt that too many details were left out so we play ATS (a couple play ASL). I do still enjoy CoH, just not as often.
Thanks for your input Martin. It is interesting because I always heard people saying how LnL scenarios are "cinematographical" and fun to play, but apparently they are not as good in the long run.