Neither is 'better', you merely get a different view so it just depends where you want to see the show from. The Stalls is the ground floor so you can be closer to the stage if you so wish. However, in the Circle you are looking down onto the Stage so it sometimes give you a better perspective of the whole show if it's a big, elaborate set. Just don't go at the very back of the Circle if you suffer from vertigo!
The front of the circle is probably the best, because in the stalls if you're too close you can't seen the back of the stage and end up with a sore neck from looking up for so long, and if you're at the back chances are someone taller will sit somewhere in front and block your view. In the circle the seats are sloped more steeply, so a tall person in front of you is less of an issue, and it's easier to look down for a long period than up.