We have been to both places on multiple occasions. The macro/critter life is excellent at both places, and it is true that Anilao is easier to get to from the states. However, in my opinion, Lembeh has the edge in terms of resort quality, conditions, critter density - and especially (sorry, Dustin) wide angle sites. There are sites along the edges of the Strait and the backside of the island that are phenomenal, and there are a couple of nice shipwrecks in the Strait, as well. Steve Williams wrote an article on WP recently about returning to diving after a medical issue, and he posted lovely images as well as a trip video that demonstrate some of Lembeh's W/A.
Note - this is a matter of opinion - I know many divers who love Anilao and return often!