Engineer, it's more interesting to me, but I know plenty of people who have gone into accounting and other finance, investment, and management jobs and they're having a good time too. I've also seen people leave both because they were bored out of their minds though, and in a lot of cases they end up in IT.
If you're thinking of doing a degree then engineering is more versatile, you can do an accounting grad scheme with an engineering degree but not the opposite. Accounting also doesn't really need a degree, whereas engineering as a non-degree holder is a different sort of job to engineering as a degree holder, so that could impact your choice if you feel going straight to work would be a better option for you.