I think GA is much more fun than GD, cause its simply more realistic (I don't think that any of the factions would have been able to conquer all of europe in history) and I usually get bored, when I'm dominating the world and just have to wipe out the last (weak) enemies.
Every time when I'm playing, it's always GA.

It's also a bit more roleplaying.

(I hope this wasn't too much "off-topic")