I would recommend starting out with PMK primarily because of "The Book of Pyro". Gordon Hutchings book is an excellent beginners guide to using staining developers. While there is a lot of information on the net I found having an actual book to be very helpful.
The other thing I lke about PMK is the stock solutions last indefinitely. Pyrocat-HD will go bad over time although the version formulated with glycol is supposed to last a very long time as well.
One final consideration is how do you process your film? Do you use some kind of rotary processor like a Jobo or are you using a manual tank? If you're using a rotary processor, you may find Pyrocat a bit easier to use as it doesn't oxidize as quickly. Ultimately, you will probably end up trying both so whatever you decide, I'd still recommend getting Hutchings book.