I've owned three EFs (two hatches, one wagon) and three EGs (two hatches, one 4 door) and IMO overall the EGs are better to buy if you plan on swapping and modifying it.
EGs are already OBD1, don't need mount kits, are generally in better shape due to less age/mileage, and have even more aftermarket support chassis wise than the EF, which has a lot too. Also most EFs will be **** dual point injection, which only adds to the wiring headaches.
I won't even get into looks since that's subjective.
I've currently got a swapped EE Wagon (pretty much an EF, exact same engine bay) and a swapped EH2 (92 CX hatch) and again the swaps and such are way easier in the 92-95.