I have used SICKS.
SICKS are more expensive, have a smaller FOV, and a much greater range
The Hokuyo has a 4m range (optimally) but can only be used indoors or outside at night (Since it can not handle sunlight or direct reflections), the SICKS can be used outdoors with relatively little problem.
The SICKS have a faster refresh rate than the Hokuyo's.
The Hokuyo's use less power and are easier to wire up/communicate with (I'm working with Linux).
The Hokuyo is very light and small, while the SICKS are large, heavy, and virtually indestructible.
The resolution is about the same for both scanners.