You're better off with Gears of War if you've just bought your XBOX 360 because it shows the detail and sound effects of what the XBOX 360 is capable of. Gears of War is a great game, which is great with a friend too, and it's hard to get bored of. Rainbow Six: Vegas is another good game, and the Online gameplay is awesome (some people do tend to use glitches to their advantage on it though). Get Gears of War first, then get Rainbow Six: Vegas later.
gears of war would be my choice. if you have xbox live the game is great. if not you will still be sucked in to the the game for a few weeks trying to complete insane. the only bad thing is once insane is done theres not much more you can do.
I'd says gears of war. Gear offline and online. Even though the offline can seem a bit short its still a great buy.