I watched and loved both consistently until I gave up on WCW in early/mid 1999. Not coincidentally, that's also when the rest of the world tuned out in droves judging by the ratings. From that point on, I would only tune in every now and then but otherwise kept my allegiance to the WWF since it was the only show that was entertaining me on a regular basis at that point.
I started watching WWF in late 1996/early 1997. Stone Cold's character, the whole booking of the Austin/Bret feud, the Hart Foundation angle, the Undertaker as world champion and the beginning of DX was what hooked me to WWF.
WCW is what got me first hooked to wrestling in the fall of 1996 with the New World Order storyline. I loved WCW before the NWO angle was watered down, when Goldberg was huge with the streak, when you had one of the best all-around rosters that any wrestling company has probably had at any given time ever (Hogan, Savage, Goldberg, Flair, Luger, Sting, DDP, Steiner Brothers, Outsiders, Mysterio, Juventu, Jericho, Eddie, Benoit, Malenko, Saturn, Harlem Heat, Raven, the Giant, Syxx, Henning, Finlay, Konnan, Bagwell, etc.)