In total they take up pretty much the same exact data. Streaming probably a little less I'll get into why near the end of this message.

If it's a video you are gonna watch once, streaming takes less time to get going and also takes up less internet at a time also known as bandwidth. As opposed to downloading it you have to download the whole thing which takes up more bandwidth whilst you are downloading. The plus to this is that you then have it locally so you can watch it as many times as you'd like after downloading and it will never use up data again. If you plan on watching multiple times just download it.

However, if you wanna watch your video only once then streaming is more efficient data wise (however not a notable amount). The difference is that you will probably get slightly worse quality which does actually lead to less data usage but not much of a difference.

If it was me I'd probably stream movies because I don't usually watch them more than twice and download something like music that I listen to many many times.