I've used both SQL Server and Oracle as well. Each one has their pros and cons in the language, but they're both capable RDBMS systems. They both have their own set of tools to work with data, import, export, analyze, etc. Some are better than others and some are a matter of personal preference.

That said, I think the biggest difference between SQL Server and Oracle is the community. The SQL Server community is the finest I've seen for any technology. I've attended some "Breakfast with Oracle" presentations and they were nothing more than a half-day advertisement where they fed you a continental breakfast. By contrast, the SQL Server community has local chapters with presentations where you learn something. There are day-long SQL Server events all over the world. Not only do you get to learn something, but I've met some really nice people. The people who work in SQL Server seem to really make a difference.

My best advice is that if you have opportunities in both areas, go with the one you enjoy more. Consider the market (job and pay), of course, but you're going to spend an awful lot of hours working with it, so you might as well pick the one you like.