In FDM, filament is fed through a hot extruder and deposited layer-by-layer. The materials used are typically thermoplastics, but they can be mixed with other elements, including wood, metal, and carbon fiber. This is one advantage over SLA, which has only a limited choice of materials.
FDM resolution depends on the nozzle size as well as the precision of the motors in the X and Y axes. SLA typically produces higher resolution objects than FDM because of the small optical size of the laser.
Post-processing with FDM 3D printing involves the removal of sacrificial supports (if needed) and the smoothening of surfaces. In the case of SLA, a bath of isopropyl alcohol removes excess sticky resin. In addition, a post-curing phase ensures a higher strength to the photopolymerized object. (However, this still does not result in an object that is as mechanically strong or durable as an FDM print.)
The cost of materials is decisively lower for FDM, since the printers are more affordable, and plastic reels are cheaper than resin.
In a nutshell, if high precision and a smooth finish are priorities, SLA 3D Printer will be your best bet. If cost and (to a lesser extent) durability play a role, use an FDM printer.