Depends. The potential for emotional pain is arguably larger because it seems more difficult to max out - there comes a point where physical pain doesn't increase in proportion to the damage inflicted. You can be in pain to the point of passing out - your brain basically gives up on the whole pain idea. Doesn't want to deal with it. It's a lot more difficult to get someone to pass out from emotional pain. Rather, it causes deep psychological scarring, much of the time.

Both linger in different ways, too. You can have a chronic physical ailment that causes physical pain that can be difficult to bear, but the same can be said for emotional pain.

I prefer emotional pain, because I'm largely fairly good at dealing with it. If it's too big for me, though, I don't have much of an outlet to siphon it off.