It's all about personal tastes/preference due to the fact that they are the same exact phone internally. If you like your carrier or want to change to a different carrier obviously that will color your choice.
Personally, I believe the 8125 is the better of the two phones looks wish and keyboard wise. The 8125 also come with a Java midlet while the MDA does not. Cingular is also more attentive and quicker to release firmware updates while T-Mobile basically abandons support of the phone. (I'm personally dealing with T-Mobile and their abandonment of PPC phone right now myself so I can tell you from experience...)
The keyboard on the 8125 is better feeling, set up and more attractive. If I were you and were dead set on one of those phones but didn't want to sign a new contract or switch carriers I would buy an unlocked 8125 on eBay.
