The rule of thumb I've always used is that Yakima is more likely to work a little better with US engineered cars and Thule with European. I'm not sure which way to go for Japanese though.
The reason for this is that Thule seems to work more closely with European manufacturers, to the extent that there are special attach points designed on many european cars to match corresponding Thule clips.
Yakima, similarly, seems to have better detail about US cars, so their clips fit a little better. An example is on my Saturn, where the Thule mounts outside the plastic moldings, and holds in place by compressing the plastic molding. It doesn't look all that secure, and I've heard of them coming off. For the Yakima, you remove the moldings, clamp the rack to the metal roof, and put the moldings back on. It's quite secure.
It's not a hard and fast rule, but it's a decent starting point.