I have and enjoy both games. Both are excellent simulations.
I have a slight preference for Harpoon since it allows me to control many more units and a greater variety of units than DW. Also, Harpoon has a DB / Platform editor so I can experiment with units not currently available from Sonalysts.
I like DW for the extended detail, too. IMO, fewer things are abstracted in DW since it focuses on fewer units. You can't go wrong with either of these fine games.