forex is less expensive in every way -- that is the big advantage. the commissions are less, the position sizes are less. volatility is also less, so it is easier to manage risk with leverage - which is readily available.
if you want to be a daytrader on a very small budget -- like 2,000 or less -- forex is the way to go. forex also has some other advantages, such as it is easier to trade during certain hours, which may be preferred based on your lifestyle. stocks have other advantages, such as dividends and the ability to more clearly see volume. of course, much depends on what you find easier to analyze; i like economics and geopolitics, so i find forex to be useful for me in that regard.