They're both hit or miss. Cheesman is the nicer of the two, but they're practically right next to each other. I owned a condo in Cap Hill for a while and sold it shortly after seeing a guy throw a gun over the fence outside my window before being tackled by police.
Cheesman is known as the gay part of the city - the park especially.
If you go a further south or to the southeast, you get into alamo placita, gov park, country club, wash park to the south; cherry creek and congress park to the SE. All of these areas are better. I had bought a duplex in country club in '05 and loved that area. Have since sold it, but wish I hadn't.