Right... I love these... but I think it's a clear winner...
Individual Specialist Strength / Power:
Sw - A Jedi moved a star destroyer through space once with the force, but the backlash reduced him to ash.
40K - A friendly hand to hand fight between the 2 of the first primarchs of the imperial space marines destroyed the planet they were fighting on, causing it to collapse. The two of them then had to be to be picked out of the floating rubble by their warships, floating in deep space without any kind of space suit for days. These are genetically engineered humans... there are far more powerful beings out there too. The imperium also has legions of psycic troops, who although varying in power can have the same abilities as jedi, except more varied in application.
Common Ground Troops Strength / Power:
sw - a storm trooper is about the strength of a normal human, with similar reactions and resilience. Their armour can't protect them from direct laser fire, and is of dubious protection vs small bears + rocks. Their hand-held weaponry will kill a normal unarmoured human with the same efficiency of most firearms, but has typically woeful accuracy
40K - A space marine is a genetically engineered 8-10 foot tall killing machine with superhuman reflexes, strength, and can breath underwater, survive in a vacuum, gain memories of a creature whose brain it has consumed, sleep in combat, recover from mortal wounds and some of them have been known to return from death. Without armour, normal firearms are close to useless, with basic laser weapons not far behind. With armour, they become living tanks... capable of comfortably fighting in ambient temperatures in the range of -250 to 20,000 degrees.
Armoured Units / Tanks / Mechs:
sw - the empire has some impressive weaponry, but most of it caps at the scale of the size of a big multistory house (ATAT). Weaponry is in the same scale as handheld weaponry.
40k - Titans can be city sized constructs which walk on legs and can be dropped from orbit into combat zones. They use WMD scale weaponry as standard, with void shields which make them impervious to anything short of extinction level weaponry. They vary in scale, but the larger ones are designed to be placed as mobile fortress on a planet, containing legions of troops and sporting weaponry which can swat major warships out of orbit like flies. The titan legions of the imperial forces are made up of 103 legions, each with 10-20 companies of titans, each containing a fully combat ready army or 100s of titans, crew, support, logistics, transport barges and fleet defence.
Fleet Combat:
sw - Visible range ship to ship combat, with fighter engagements at sublight speeds in the range of 100-250m/s. Similar scale weaponry with direct hit kills on fighters, larger ships are shielded, but vulnerable to strategic targeting and large physical impacts. Largest command ship is about 15km long, with standard ships being about 1000m. Fleet ship weaponry is smaller scale, ship to ship range with planetary bombardment.
40k - Similar engagement ranges and speeds, with similar fighter capability. Anti capital ship weapons are substantially larger and more powerful, with void shielding similar to titans. Planetary weapons are extinction level. Ship scale is substantially larger - The largest emperor class command ship was over 100km in length, with a normal sector fleet being up to 100 5-8km long cruisers and battleships with support ships and fighters. Imperial battleships are designed to ram enemy ships, puncturing their hull and conduct boarding actions.
Technology Level
sw - high technology with many variants, limited extreme genetic engineering, light speed interstellar travel, no teleportation, rare cloaking devices. Death Star is one of the technological pinnacles,
40k - restricted use teleportation, cloaking devices, warp travel (ripping holes through the fabric of reality), technology is simpler with specific design for warfare and more robust, but also highly advanced
Superweapons:
sw - The death star can destroy planets it is in high orbit of, there have been two of them ever. In a book there was an experimental weapon which could theoretically destroy a sun, but it didn't work and generally the books a a bit crazy.
40K - A hand-held weapon (for a space marine) called an externinatus device can destroy a planet by itself. The BlackStar Fortresses held by the imperium, can destroy entire star systems from massive range, and there are quite a few of them. One was used to kill a god once.
Conclusion...
sw is awesome, but as long as you look at what happened on screen and ignore the "fact books" which claim that hand-held weaponry puts out more power than a nuclear bomb, its tech is pretty limiting... and jedi are very cool
40k is also awesome, but they are all a pack of xenophobic, paranoid, emo warmongers...
So if I have to choose a holiday spot, sw... but in a galaxy vs galaxy fight? the Imperium would swat the empire effortlessly... and that's before the other races get stuck in (some of whom are more powerful) Eldar, Chaos, Orks, Necrons, Tau, Squats or Tyranids...