Hi Altair (should I call myself Ezio?)
I've actually used them both, and continue to use them both, although with a preference for Rodinal (or whatever you name it). BUT, and it's a big "but" in my opinion, that's because I generally don't mind about a lower-than-box speed.
They're both excellent developers. If you use them with TriX or HP5 expect more than "a bit of grain" though: as stated by others several times, Rodinal -and FX39, which behaves kind of similar- will show whatever grain there is on the film. But, especially with non tabular grain, that results in a very pleasant effect.
The biggest difference between the two might be the development of shadows: Rodinal tends to be a relatively slow developer, i.e. you usually don't get box speed, if you want some discernible detail in zone II and III. On the other hand, FX39 claims -and it really is- to be a compensating developer, so if you plan on pushing films on a regular basis, you might want to opt for the latter.
As analytical geometry would tell you, compensating developers DO compress the midtones, so in that regard Rodinal gives a more gradual tonality.
Rodinal is ETERNAL. I have no direct experience of fx39's shelf life: mine is open since this summer and is appearantly doing fine, anyways.
Hope that helped! Bye.