Colleges will require more selfindependence and selfdiscipline than a grammar school sixthform. The college will be likely to be mixed ability sets, whereas the grammar school may be according to ability. I went to a college, and I think that those who came from private schools struggled becasue they no longer had their support staff behind them, which they were used to throughout their GCSEs.
Xaverian sixth form college is probably much larger than the sixth form at Sale Grammar. This can be both a good thing (better chance to meet people you like) and a bad thing (probably a less personal experience). If the thought of year sevens running around at waist level is appealing to you, seek help from a professional: if it sounds like a pain, then maybe a sixth form college would be better for you.
As sunspoon said, it may be easier to get support at Sale Grammar simply because of its being smaller (I'd put this in the "more personal experience" category), which you might appreciate. I'd choose the grammar, and this is a big part of why.
Depending on how the sixth form is separated from the school, a college would have a much more relaxed, teenage environment.
I prefer it.