Given I've used both programs, I'd recommend Photoshop over Sai any day. However, both have their ups and downs. I use Photoshop CS6 all the time for my drawings.

For the version of Photoshop to get if you happen to go for it, then either CS6 or CC 2014. If you get the extended version of CS6, you get a few more features than the regular version and some 3D features. For a cheaper alternative, there's always Photoshop Elements. It has less features than CS6/CC, but it's what I started out with before moving to them.

If you want a stabilizer for your lines and you absolutely must have it and you can’t live without it, then Sai sort of wins there. Photoshop doesn't have a stabilizer, but you can buy one for it: lazynezumi.com/ It's almost exactly like the one in Sai and has a few more features, too. I've bought it myself and I like it quite a bit. Much better than doing the lines like I used to |D

Feature-wise, Photoshop’s got a lot more going for it. It has way more things than Sai ever will.

Interface is the interface. No matter which you get you’ll have to get used to it.

Photoshop has a lot more tools to utilize. Way more than Sai.

Sai is actually built for digital artists, whereas Photoshop is built for, well, editing.

Both programs allow for the rotation of the canvas (CS6 and CC anyway. Not sure about older versions).

Now before I get too into it, here’s the part you’ve been waiting for. |D Shading and lighting. Both programs are pretty equal here; it just depends on how you utilize them. If given enough time a practice, you can achieve the same result in both programs. Neither one will magically make someone better at something. With Photoshop CS6, you can customize how the brushes work (ie. You can change the scatter, opacity, hardness, flow, shape dynamics, build-up, etc., etc…). With Sai you’re limited to opacity and edge hardness. In Photoshop CS6 you have options to have the brush’s opacity change with the pen pressure and have an air-brush type of effect. Good for painterly shading. You can also have the pen pressure control the shape of the brush. Sai is good with the pen pressure, but I don’t think it has the other options. I could be wrong. In Photoshop the spacing of the brush is also changeable, as well as the angle. Photoshop also comes with a ton more brushes to use for different shading or lighting effects, and there are plenty of free brush sets out there so you can have even more. For bluring Sai actually has a pretty good brush for it, but Photoshop can achieve the same effect using a Gaussian blur.

There are probably a lot more things I could say, but I’ll stop for now. :’D

In the end it’s your choice, but there’s my two cents on the matter. I haven't looked at Sai in quite a while, so some of my information may be incorrect. This is just what I remember from using it.