It's all personal choice. They both have their ups and downs.
First off, sizing. The sizes between the two are going to be different, as there are a few variations on how the jerseys are cut. The best guide I've found to explain the differences is at IceJerseys.com. The CCM that you see on SportsK is included in that chart, about 1/4 of the way down, listed as "CCM 550 Vintage", and of course the RBK Premiere is there as well.
As far as design differences, The RBK jersey will have the NHL shield on the front of the collar/neck, whereas the CCM will not (not surprising, considering the NHL shield was only added in when the teams all changed to the new styles). Also, the RBK jersey will have the sizing tag on the front left of the jersey, but the CCM does not.
RBK Premier is on the left, CCM 550 on the right
I have 8 CCM jerseys, all purchased before the switch to the new RBK jersey style. I do have an Edge/Authentic Winter Classic jersey, but I don't own any of the Premier/Replicas. But, from what I've seen from a few trips to Hockeytown Authentics and the Joe, the material on the Premier/Replica and the CCM/Replica is identical (or very close to it). So no major difference there.
Oh, and I guarantee you will not be disappointed by ordering from SportsK. They are hands down the best place for Wings jerseys on the net, and are literally the only place I shop if I want a new Wings sweater.
Hope all of this helps! And welcome to LGW!