I haven't used the first one -my school use a different textbook- however we use the CGP guides too. The main thing to notice about the CGP ones is that they are called 'revision guides' for a reason. They're for revising, not necessarily for learning new content.
I find that the thicker, more detailed books are suitable for learning new things as they often hav exam questions, tips and sections dedicated to the higher tier only whereas the CGP books seem to all be mushed (for want of a better word) together. They're perfect for revising topics that you already know but not so good knowing what it is exactly you need to know, if that makes any sense.
A final difference between the two is that there obviously written by different people which means things will be worded differently etc. Sometimes one will explain it a lot better (or more simply) than the other and so by using both you get the best of both worlds. And if you can borrow them from school, it's even better because then they're FREEEEEE!!!!!!