What exactly do you want in a dog? Those two breeds are wildly different in temperament.
The only problem with cocker spaniels is that they're very overbred, and such can have a variety of health problems. If you get one, make sure it's from a good breeder who offers health guarantees and does genetic testing.
Esetter, What are you looking for in a dog? Westies are in the terrier line and can be diggers. They are very cute and sturdy. They tend to have skin allergies (I am told). I also think they enjoy the outdoors alot. Being white, they are usually getting themselves very dirty. I love Westies and looked into getting one myself, before I got my pup Toby. Toby is a Maltese/pomeranian mix. He is a little lap dog. Very different from the Westie. I don't know much about Cocker Spaniels.
My neighbor has a westie and she's a doll. our old neighbors had a cocker and all i remember is that it was yappy, and they told us not to go near it b/c it didnt like kids. but misty, the neighbor's westie, is a doll, not too bright, but a doll. and she wanders off alot, because shes not fixed and they dont watch her well.
a friend of mine has 6 westies currently and has always had them. they are wonderful dogs but very terrier like. some of hers will chase down and catch and kill small animals including cats. they are highly prone to allergies. they are good with my son but she doesn't have kids.
i cannot elaborate on the cocker spaniel. i have never met one outside of my job and i have met very few nice ones at my job.