All depends, what do you want to do when you grow up? Seriously, this isn't a question that anyone here can really answer for you, it's something you have to decide based on how well the companies align with what you like to do, what you want to accomplish, and most importantly, what works in your area.
Both are good companies. Allstate is probably struggling a bit right now, still feeling being hit hard with Katrina and other storms, but they are still a solid company. Both companies tend to go after the same general market (middle to middle-upper income, married, 2.3 kids, house, and a dog), both sell generally the same thing.
I don't know anything about either companies training plans. This is important as you look at what you want to do. Find out who REALLY will train you better. Find out which district manager is more successful. This is what will lead you to your success.