They're apples and oranges, and it completely depends what you're doing. RPi can be a personal computer, Arduino is most certainly not.

When you're asking yourself whether you should use a RPi or an Arduino:

RPi Cons: RPi has analogue in pins, limited PWM etc, an OS and file system you need to take into consideration when building a project.

RPi Pros: You can use pretty much whatever language (natively) you want. It's a computer. Much better support for Audio / Video built-in.