I have to agree with Laszlo; I like both films.
Labyrinth has a more laid-back feel to it, an extraordinary Wonderland, fae world quality and all of the Labyrinth inhabitants have that wondrous faery behaviour and look to them of being tricksy and mischievous with just that glimmer of wisdom hinting at the surface. (There's a Froud quote I really love that describes it perfectly: 'Faeries are silly, absurd, profound and very, very wise.') But it has a more modern appeal.
The Dark Crystal is something even more strange, still having a fae quality, but more... what's the word ... prehistoric? An entirely different world, different languages being showcased, a detailed look into other species' culture and traditions. The whole film is a lot more epic and immense. While Labyrinth could be considered as more of a romp, The Dark Crystal is heavier and more of a saga.
I love both for exactly what they are. There is no 'better' -- only 'equal'.