I voted that I like to keep both.
Ants are very interesting, they are very active and depending on the ant they will eat pretty much anything. Getting them insects isn't too hard, especially in warmer climate areas. Also, queens lay eggs pretty much instantly from capturing them. Ants though, in my opinion are much harder to raise than termites. I'll list some of the problems I personally have (I only use dirt containers).
The first thing is water, not enough water and they die, this is less important in desert species which is what I prefer to keep as they are easier for me. If it gets too much water or doesn't dry up fast enough, mold grows and thats no good for an ant colony.
Next thing, a lot of ants I've kept are excellent escape artists. I've never kept big ants before that had a queen (just uncle milton ones), but I doubt they could escape easily, maybe Formica ants since they are fast. Sadly, the only ant I manage to get/find are small ant species which escape easily. To fix this, I use Teflon (I think its called Fluon in the UK/Europe) which I can easily find at a bikestore and I put it on every 1-3 weeks. That stuff isn't cheap though in the U.S.
Next, it can be very hard to find a queen ant, takes a lot of luck, patience and a little bit of knowing where they are likely to be.
The biggest problem I had was with my Solenopsis invicta colony that I had to let go... I think a year ago? Or maybe two? In any case, I captured one queen, a small amount of brood (a real small amount) and 200 workers. Guess what happened? Nope they didn't die...in 6 months they had I estimated at least 100,000 ants. In fact, they were so crowded they were going in small circles (like this ...O but bigger of course) and they were quickly dying. They were really confused and didn't know where to go, so they just went in circles. Plus at that many I had hundreds start to escape.
Now, termites are a LOT easier and in my opinion are like ants even if not related. But they do have a couple problems.
Here is the good things about termites first
If mold grows in their container it doesn't matter, in fact I think they eat mold since I have never seen any mold growing in their habitat even with it being dark and moist.
Very easy to feed, I have Desert subterranean termites...only hard part which is still easy is they seem to prefer one type of wood (this bush plant) but this bush grows everywhere up there. I have seen them in other wood though, so they aren't limited to just that. Unlike ants, I never have to clean their container, all I have to do is put wood in and thats it...well, I do mist their home every 1-3 days but thats easy enough.
Another good thing is if you use a glass aquarium they will never escape since they can't chew through the glass and they can't climb up the sides. They can climb up the corners, but if you cut the excess glue on the top part in the corners, then they can't climb that either. They WILL chew through anything else, acrylic, plastic etc. They can even chew through concrete and plaster. But finding glass aquariums is easy enough.
Another good thing, which is really good is that you can find nymphs (the really small termites) or secondary reproductives (if you get a Subterranean species) and they turn into queens. You don't need to find the main queen to get a queen. Each time the nymph or secondary reproductive sheds, she gets bigger until she is big enough to lay eggs...or I assume this is how it works.
Also, (as I'll mention later) it does take a lot longer to get termites laying eggs than ants, in the long run termite queens usually lay A LOT more eggs than ants, at least more than Fire ants which lay about 1,500 eggs a day (different sites I've visited have different numbers). Termite queens can lay up to 30,000 eggs a day AND it takes a lot shorter to get nymphs than workers, as it only takes from the egg to hatch to nymph about 2-5 weeks, which for ants its one month at the least.
And as for the population problem, termites aren't too bothered by being overcrowded like ants are...BUT, it will get overcrowded and what the other few termite keepers do, is they feed their pets (frogs, toads, lizards etc) termites (I'm sure you can feed your ants some termites too if overcrowded is a problem) and they also take a stick or piece of wood that is filled with termites out of the nest and they put them outside so they can try and start their own nest. Which both of those is what I plan to do.
Now for the bad things
Most termites need a lot of water and humidity. They dry out REALLY quick. My termites are a desert species, so they need less water but I still give them a fair amount, as again they dry out quick.
Collecting them can be both hard and easy, just find old wood and you are likely to find termites (no termites in the UK, not sure about the rest of Europe)...but in U.S, South America and Africa they should be easy enough to find. I don't know the termite population in Africa, but I know they are really common (and a big pest) in the U.S. My teacher went to South America and he found thousands of termite nests, so they are common there too. The hard part is, they squish really really easily so you have to be REALLY careful.
Another hard part, which requires a lot of patience is that even though you can find nymphs or secondary reproductives easily in Subterranean termite nests...it takes 4-6 months to get a queen. I have had my colony for a month and I estimate it will take another 3-5 months. I hope by Summer or during Summer I'll start seeing eggs in their habitat.
Also to note, if any disaster happened...you can eat termites since they taste really sweet (I didn't try them, but my teacher did)...so you'll have a food supply