I'm an incomer to Sheffield myself, having come from the far away land of Derbyshire, and I can vouch for the fact that, given a choice, there is really no choice!
Did I choose to watch Wednesday? I did not, for several reasons
1 Bramall Lane is in the heart of the city, with pubs and chip shops galore. Hillsborough is in the middle of nowhere.
2 The lovely red glow from the seats and stands is vastly superior to the icy cold blue at SWFC
3 United's fans are friendlier. We are the People's Club. The Owls live in a fool's paradise in which they are (quote) massive. But they are not.
4 It's cheaper to get in at the Lane (even more so if you are over 60, which I'm sure you aren't, but I am)
5 The Hillsborough stewards are the dregs of the city. Vicious, petty, humourless bullies.
6 The Hillsborough Disaster. Corruption on a grand scale involving the City Council and SWFC contributed to the deaths
7 The Hillsborough Disaster (part 2). SWFC have never admitted their part, took decades to provide a memorial and when they finally did so it's just a shitty bit of concrete across a river from the stadium
8 Great football and atmosphere at the Lane. It's not guaranteed, mind, but when it's good it's brilliant
9 Everyone I made friends with was (and is) a Blade
10 When things are bad you get gallows wit and humour at the Lane, missiles at Hillsborough
"Give me your tired, your poor, your huddled masses yearning to breathe free, the wretched refuse of your teeming shore. Send these, the homeless, tempest-tossed to me, I lift my lamp beside the golden door!" That's Bramall Lane for thee.