Well they are quite similar aren't they? ... I was introduced through Chronicles, and I do like it because it's got the songs in chronological order (and my fondness for Lakeside Park is a factor) ... but hardcore Rush fans will probably tell you that the addition of By-Tor and Xanadu tips the scale in favour of Retrospective ... (they'd also insist on individual albums) 
So if pushed, I'd say Retrospective ...
Chronicles
Track listing
Disc one: 73:47
1. Finding my way (5:05)
2. Working man (7:09)
3. Fly by night (3:19)
4. Anthem (4:22)
5. Bastille Day (4:37)
6. Lakeside Park (4:07)
7. 2112: overture / Temples of Syrinx (6:44)
8. What you're doing (live) (5:38)
9. A farewell to kings (5:21)
10. Closer to the heart (2:53)
11. The trees (4:38)
12. La Villa Strangiato (9:34)
13. Freewill (5:23)
14. Spirit of the radio (4:47)
Disc two: 69:03
1. Tom Sawyer (4:34)
2. Red Barchetta (6:08)
3. Limelight (4:20)
4. Passage to Bangkok (live) (3:45)
5. Subdivisions (5:32)
6. New world man (3:40)
7. Distant early warning (4:56)
8. Red sector A (5:10)
9. The big money (5:34)
10. Manhattan Project (5:04)
11. Force ten (4:32)
12. Time stand still (5:08)
13. Mystic rhythms (live) (5:40)
14. Show don't tell (5:00)
Retrospective I
Track listing
1. The spirit of radio (4:56)
2. The trees (4:42)
3. Something for nothing (3:59)
4. Freewill (5:21)
5. Xanadu (11:04)
6. Bastille Day (4:37)
7. By-Tor and the snow dog (8:37)
8. Anthem (4:21)
9. Closer to the heart (2:51)
10. 2112: overture (4:17)
11. temples of Syrinx (2:13)
12. La Villa Strangiato (9:34)
13. Fly by night (3:21)
14. Finding my way (5:06)
Retrospective II
Track listing
1. The big money (5:34)
2. Red Barchetta (6:08)
3. Subdivisions (5:32)
4. Time stand still (5:08)
5. Mystic rhythms (5:53)
6. The analog kid (4:46)
7. Distant early warning (4:56)
8. Marathon (6:39)
9. The body electric (4:59)
10. Mission (5:46)
11. Limelight (4:21)
12. red sector A (5:09)
13. New world man (3:41)
14. Tom Sawyer (4:34)
15. Force ten (4:31)