Hehehe.... Mordheim is fantastic.. and so is Death Squads! Two very different experiences, yet somehow magically similar. So... how did you found Death Squads to be?
If you are still torn between the two, I suggest you play Mordheim first, as it it very well established. Once you play a Mordheim Campaign, then play Death Squads. You would be able to appreciate the little differences that makes it an 'intelligent' game and be able to keep both games separate (one fantasy, one sci-fi!).. then your group would be able to play both and appreciate each for their great values!