Both are great arts in their own right, but both are very different (one a ground fighting art and one a stand up/striking art). They also make an excellent combination.
My advice would be try both and see what you like best. Chances are that you will love both, and may have to do a split i.e. 2x BJJ and 1x Muay Thai per week, or vice versa. A lot will also depend on the quality of the instructors involved, and your connection with them.
Both arts focus very much on a combination of concentration, technique and skills, but in my opinion/experience neither focuses on the meditation side which some traditional martial arts do, although both need a high level of mental thought and preparation.
If you want something physically demanding you could not pick 2 better arts in my opinion. With BJJ training/rolling being slightly more intense in my experience.
Hope that helps.