Depends on how long you wish to keep it. In the long run (7-8 years +) I would prefer the solidity of the 6-cylinder TL. It'll be running smoother, longer than a 4-cylinder TSX, especially if you're going to load the car with more than the driver. ALso, the TL nametag's been around for a few generations at least and will probably still be around in 5 or 10 years when you want to resell. The TSX might be history, just as the RSX is gone in, what, 2 years? TL will probably have better resale value.
If you're buying for the short run (less than 5 years), then why not look for a 2004 TSX or TL? There haven't been any major changes since the TSX was launched or the TL relaunched and you'll save a bundle, maybe $5-10k, for the same look and feel as a new/demo.