I've got both a Yun and a Galileo, and there are pros and cons to both. Generally speaking the Yun comes out ahead for me- for the primary reason of this community. The Galileo community is very new, and there's issues with getting the Galileo to do some things the Yun does out of the box:
Cons for the Galileo:
Wireless requires an additional card (supported ones can be hard to find)
Wireless requires a full Linux build on a microSD card
Galileo has issues with some high capacity cards (Several 32GB and 16GB cards did not work for me)
No mounting/project plates for the Galileo, so I had to make my own (http://www.polyideas.com/#/project-plate-for-the-intel-galileo/)
Lack of package management on the Galileo
Difficult to get a full Linux distro loaded on the Galileo
Some of these issues are similar for the Yun, but the fact that the Yun has a better community to report issues and workarounds helps considerably. One drawback for both is the fact they use different versions of the IDE.