I can't compare them as I have not played PES, but FIFA is very good. I've never dug the PES games - I found the animations cartoonish, and the entire visual aesthetic amateur looking (especially in comparison with FIFA), and could never get over the lack of licensing - but those who like them consider themselves 'purists' and harp on about the gameplay being considerably better than that of the supposedly 'arcade-like' FIFA.
EA have really sharpened up the game, and it takes a lot more skill to play fluent, winning football (especially online). Online is addictive, and the system works well enough. It's simple to find a game, is rarely laggy, and at peak times there is always good competition available in Australia.
The free kick system is sh*thouse in FIFA. The skill moves are too finicky, and not reliable enough. Goalkeepers will often have ridiculous positioning/fumble easy saves. I think that contesting for headers is also poor and has little consistancy (especially when heading for goal), but this could just be me.
However, none of this detracts from a very enjoyable football experience. It should take you a little while to get used to it - I played about 50 games online before I got a positive win/loss ratio, but I think this is a sign of a good game that takes time to learn and master. You certainly won't be winning 4-0 in your first games as was the case in previous incarnations of the FIFA franchise.
I would buy FIFA, ea