My personal interest is criminal behavior, which is right on the border of psychology and sociology. A psychologist will look at someone who has committed a crime and try to figure out what happened in that person's life that caused that person to commit that crime. Sociologists (criminologists, really) will look at social factors, such as poverty, social support, presence or absence of social welfare programs, etc. As another poster stated, it's the difference between the micro view and the macro view: are you looking at individual trees, or the forest?
It's going to depend on what you want to do, career-wise. Social psychology is pretty cool, if you're interested in why groups of people do things, or why individuals behave in certain ways in certain situations. I have a hard time wrapping my brain around some of the macro theories in Sociology, which is why I'm majoring in Psychology