I personally think that there are many different factors which should be taken into account before deciding which one should be used. An example of one and an important one -
do you already have any existing security software running on your system, such as an Antivirus product?
Emsisoft Anti-Malware
is a full Antivirus suite. Although,
it's designed to be compatible with other existing security software (such as Antivirus products) which may be running on your system. Emsisoft Anti-Malware also contains a dual engine scanner, since it incorporates the Bitdefender engine. It includes the on-demand scanner, real-time protection, web protection, behaviour blocker/HIPS and more. To me at least, the product is to be treated as a full AV suite. The main reason behind why they named the product "Anti-Malware" is stated on their website, I'll quote it below for you:
Our analysis lab has determined that classic viruses only make up less than 0.5% of total threats (in 2012). Referring to our product as an "Antivirus" would therefore be wrong by definition. We're perfectionists so we have elected to use the broader term "Malware" when naming our product. "Malware" includes all types of threats, such as viruses (0.5%), rogue security software (0.5%), rootkits (1.0%), adware (2.7%), possible malicious applications (4.1%), worms (4.6%), financial malware & password stealers (5.3%), online gaming password stealers (6.9%), backdoors (13.3%) and trojans (61.3%). Please note that not all "Anti-Malware" products on the market include the same functionality and protection level.
The Emsisoft Behaviour Guard is essentially a
behaviour blocker and host intrusion prevention system, all-in-one. It can look for specific types of malware activity (such as backdoor, keylogger, worm, trojan downloader activity), however at the same time support other rules such as allowing you to decide upon auto-run modifications, hosts file modifications, etc. It's very good at protecting the system from zero-day malware, however you should check the alerts and what its telling you because of course a legitimate program can add itself to start-up (auto-run modification) which depending on the configuration will trigger a Behaviour Guard alert.
Malwarebytes on the other hand,
they're products are not designed to be treated like a full antivirus suite. The purpose of Malwarebytes Anti-Malware is to
try to prevent and clean-up infections which your existing security solution (for example, Antivirus suite)
failed to prevent itself. This means that Malwarebytes Anti-Malware is supposed to be compatible with existing security solutions, and usually you won't find yourself in a compatibility issue due to how Malwarebytes Anti-Malware was made. The professional version will contain additional features, such as real-time protection and web protection; if you are already using an antivirus product, this may not be required.
When it comes to resource usage, it will really depend on the situation. For example:
is the product currently scanning?;
is the product currently updating?; I recommend you test the products on your own hardware configuration.
Of course, you can try using both Emsisoft Anti-Malware and Malwarebytes Anti-Malware. In this case,
I would recommend using Emsisoft Anti-Malware on real-time (and for the web protection and the behaviour blocker/HIPS for zero-day malware protection) and using the free version of Malwarebytes Anti-Malware alongside it, for on-demand scanning purposes. If you feel that your browsing habits are not very good and you are a click happy user, you could try using Emsisoft Anti-Malware with an existing antivirus solution or with Malwarebytes Premium for the additional real-time protection and see if any issues arise - however I personally don't recommend it.
Hope this helped.