Youkai, there are 100's of thousands of different transistors for sale, at this moment in time.
How do you choose? Thank god for search engines. I like to sort by price and find the cheapest one that works.
For 5V Arduino projects, you can use either one in switching applications. In Arduino-speed switching of low voltages, FETs will generally come out on top in terms of efficiency and cost, at least if you are talking about SMD parts. There are an endless supply of great and cheap FETs which do not come in through hole packages and never will.
There is some ongoing debate regarding high voltages. But additionally frequency plays a role. In higher frequency switching, the capacitance of the gate can make FETs less efficient. Simply driving the gate can require more current than what you might be switching. But that's neither here nor there when you are working with Arduino.
I'd just go with whatever is easier for you to wrap your brain around.