I have both and I much prefer the credit union. My bank is great because my ATM card works free at more locations but there are so many more perks to a credit union since they are non profit. Interest on loans and mortgages are pretty competitive, plus I saved a lot of money on car insurance because of my credit union.
Every so often they offer something I didn't even think of like discount auto deals, different insurances etc. I only needed $20 to open an account but it gets me a lot of benefits