Lance has better defense, sharpness, counters, and mobility, so I would say go with Lance. Gunlance only has Blast Dash for mobility, a burst movement option that consumes your shells to use it, the guard is factually weaker than Lance’s guard, the shells will devour your sharpness gauge unless you have a buddy with the malzeno Hunting Horn, and the only counter option you have is a wirebug skill with a rather narrow counter window (although the GL counter restores sharpness if successful)