I'd personally choose Sainsbury's.
As much as I would probably enjoy the perks and benefits of Vue, but job security is more important to me.
I would think of it this way, the cinema only has a few departments. The chances of flexibility are slim, so if the credit crunch continues to bite, naturally people will stop visiting the cinema, so the cinema would have to reduce the size of the workforce. As it only has a few departments, the chances of moving department is slim and redundancies will have to happen.
However, Sainsbury's may pay less (or slightly more in some cases), but customers will still need food regardless of how much money they have, so your job is more secure. It's also flexible on departments - so if one department isn't your thing, you could always move?
Good Luck!