Well, it's hard to place value on something so 
relative, but as far as the "common collector" 
goes, I think that genga would hold a higher 
value.
 I read somewhere, a while ago, that genga are 
considered more valuable, because they are done 
by the key animators. Some shows (like lodoss for 
example), the genga can be worth tons of money 
because they are drawn by famous animators or 
even creators. 
 This isn't to say that settei sheets aren't 
valuable, by any means. They're just less 
common...(not as "collectable"). Also, genga and 
douga actually *show up* during the show (for the 
most part), meaning they are seen. A lot of 
collectors really like the feeling of seeing 
their cel/artwork on screen :)
 In my own opinion, I like genga more because for 
CG shows at least, they are prettier (with colors 
and stuff). 

~Tara