It depends on your target systems ... I would say that in C # Visual Studio is developing faster than in Java. Also C # communicates with Microsoft SQL Server very well. C # and .NET 4.0 offers you the Windows Presentation Foundation (WPF) for creating a graphical interface that I think is superior to the Windows Forms or Java GUI, although I have not worked with Java after a couple of years, and the last time I created the Java GUI it was with Swing.
There is a lot of Microsoft support for C # and MS SQL Server, and you can do most things for free (like in Java). If you are targeting Windows systems, I would go with C #.
EDIT: Furthermore, LINQ-to-SQL is an amazing, very intuitive way to access the database and get objects to work with. So one more plus to C # from me.
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