The single most important feature of Presta valves is that they're thinner. That means smaller holes in rims, but more importantly better clearance better clearance between the inner surface of the tire beads on narrow rims. Some rim and tire combinations would be impossible with a Shrader valve.
The second advantage of Presta valves is that they are simple check valves, so it isn't necessary to use a thumblock pin to keep the valve open during pumping, and no air is lost when the pump is pulled off.
OTOH Shrader valves are easier to fill from compressors like at gas stations, though adapters make PVs just about equally easy to fill this way.
As far as ability to hold pressure, and most other considerations they're equal. So it boils down to whether you have rims narrow enough to dictate PV, or if not, whether you prefer to pump by hand or use a compressor.
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