I guess it all depends on what you want to watch, and what package you choose. I would find comparable packages for each provider, and then call and see what kind of deal they can offer you. Another thing to consider is whether you want to bundle internet and/or phone with your provider. Also, DirecTV / Dish always require a 2 year contract, and their promotional pricing is only for the first year. After that, you pay the full price.
I've had both services. To put it bluntly Cox is cheaper when bundled with other services like phone and internet. Cox also has a less than Sterling reputation in comparison to DirecTV when it comes to customer service. It all depends on your preference and what it is that you personally want from a television provider.
Cox's customer service should be enough to put anyone off. As techmichelle pointed out, it can be cheaper when you bundle it, but the overall experience can be a hassle. I was a subscriber for a long time and very rarely had good interactions with their customer service team.