The correct answer is obviously "both", but if I had to choose I'd go for Mulholland Drive. The characters are more engaging.
I'm currently re-watching the entirety of Twin Peaks in preparation for the new series. Still love it. When I realised, just a few days ago, that Missing Pieces was a real film I got very excited. I'm really looking forward to seeing it, and would gladly chose to see it on the big screen first, if I could.
What/where is the GFT?