I have both, Sublime seems to be leaner, but Coda has some neat features. If you are new to programming I would personally use Sublime since it is free, and then decide from there after a month or so.
If you want an actual free but very solid programmers' text editor for the Mac, try TextWrangler (the baby sibling of BBEdit).
Sublime is great but _not_ free.
I used to like Coda when I was mostly developing PHP stuff solo with MAMP, but when doing serious stuff I find it kind of an impediment. I still love Transmit.