I use both, and it all depends on what you want to achieve to be honest.
I like the cross trainer as it also uses your arm, but I like the treadmill as you can walk or run and burn the fat, I think quicker!
I dont think it really matters; depends how you feel and what you prefer. I like to swap between the two, but at present using treadmill and walking about 30 mins, and this is with running inbetween and using the incline as well.