So what do you prefer.....lying in the sun baking your bones or snorkeling??
The snorkeling is better at Catalina (not much to see at Saona but you may see dolphins on the trip there or back!).
Of course you may get to see whales (or at least hear them) on a trip to Catalina.......
Given my druthers, I'd 'druther' Catalina but you owe yourself at least one trip to Saona!

Makes deciding easy, doesn't it?