So by asking which you should get first, you are really saying you want both! Don't over think it, just add up the cost for the "starter" version of each of the systems you are considering (keg vs. all grain) then buy which ever one of the 2 will cost you the least. That way you don't have to wait to start enjoying one of new processes. If by chance the purchase of the 1st one leaves you with surplus cash, then it will be all the sooner to buy the second one.
For me all grain taught me more about brewing than kegging ever did. A shout out to Denny Conn for his cheap and easy batch sparge method that works so great. So its just that all grain brewing adds more enjoyment and value to my "beer time" than kegging.
I've got 15 kegs and 2 keggerators but frankly I don't find bottling to be all that much more work than cleaning and maintaining 2 draft systems in the long run. A lot of folks who tell me how much simpler it is to keg, seem to forget about all the time and effort that goes into building the keggerator, cleaning and maintaining the beer lines or the time spent driving to get more CO2, etc. You get the idea. Its not just that you are only cleaning one keg instead of 50 bottles, there is considerably more time and effort in involved in kegging than just that. Yes, it is cool to pour yourself a cold draft beer but it is also nice to hear that "pftttt" from a bottle conditioned beer.