I think outside would be more challenging because you wouldn't be running in a straight line. You'd be going up and downhill and around corners, but then it would also be easier to change your pace and go faster or slower without having to change a setting on the machine.
I guess for me (if I could actually run) I would factor in the weather conditions and if the air was fresh. In the country it would be nice but in a crowded, stinky city with all the air pollution, I'd rather stay on a treadmill.