Depends a lot on the vehicle that it's going on, and what type of nitrous or supercharger setup you are going for. Just to keep this somewhat Contour related, the Contour reacts awesome to nitrous. Just for an example, a 50 shot will generally give you ~50HP to the WHEELS on the Duratec motor. Not to mention all of the torque you get! The Supercharger gives really linear HP on the Duratec motor, and not a lot of torque. Roots style blowers on the Cobra/Lightning are great off the line, but don't make the power up top like most centrifugal blowers. Blowers though, can be used anytime you want. Nitrous obviously needs to be refilled. Nitrous on the other hand, needs the change of jets to up the "boost", while a Supercharger needs a pulley swap. Nitrous doesn't really require an intercooler, while S/C's create a lot of heatsoak without one. There are TONS of differences, good and bad. It's up to the end user which route they want to take.
Mark