Baldur's Gate 2 is, imo, the best game of that particular selection. I would thus definitely go with the Baldur's Gate set - you can even play through both using the same character.
I completely agree.
If you get both (BG1 and BG2 ~and expansions), you can
potentially find the greatest Fallout related easter egg ever made.
Also there is a fan patch that will completely convert your Baldur's Gate assets to be playable in the Baldur's Gate 2 engine ~vast improvement (if slightly buggy: minor).
Its called BG TUTU http://www.pocketplane.net/mambo/index.php?option=content&task=blogcategory&id=143&Itemid=98