I use both, and love both. Both of mine are for the same gun (a PPS).
The DSG clip is a bit more secure. I believe that in any kind of entangled struggle over the gun, the gun will come out long before the holster will. That metal thing just BITES INTO cloth, particularly cotton. The Errand is almost as good. And I have one of the early T & E models (I think I have the third or fourth one made), and while the clip grabs really well, on the later ones, Spencer has made that even stronger with a couple of little alterations. So the difference in the two is probably only theoretical.
The DSG lies just a bit more flat on the belt, but only by a little, and that may be purely personal for my build.
The Errand is a bit more comfortable and concealable ( but again, only by a small margin). I think both have to do with the extra length of the Errand, as well as the rounded closed end, and the bit of soft velcro on the end. It rides extremely comfortably regardless of clothing.
For myself, it is an embarrassment of riches. I love both and have no plans to give either one up. Especially since my DSG is in a fun color