It depends, both are good to my eyes. However if it's your way to pick a champion to buy, it really depends on what you want to do, despite looking similar in design, they are different in playstyle.
In my opinion Morgana in a duo lane is an ABERRATION. There, I said it. Morgana is the only champion I absolutely refuse to play if I do not get a solo lane. Reasons for that:
1) Your farm AND sustain push the lane, your lane partner will probably not be ok with that
2) Your farm relies on a DoT, if you're laning with a partner, especially if he's a carry, he IS going to steal all of them in your face
3) Morgana is EXTREMELY item dependant. She is one of the very few characters who suffered from the Zhonya split a bit less than a year ago, because she needed both tons of AP (now Deathcap) and the active (now Zhonya's Hourglass). You will need these two items in order to be effective. I also advice a RoA for mana and tankiness. These are very expensive items that you won't get in time in a duo lane. Without them Morgana is a snare bot whose shield can barely block one ability. I die inside when the enemy Morgana builds support.
Lux, on the other hand, does well in a duo lane (better than Morgana that's for sure), and is also a good solo. She's more mobile than Morgana, usually builds lots of CDR so her playstyle is more "active". Her E is a nice scouting tool, and her ultimate is very good to steal dragon/buffs and get a kill on a running *******.
It's really down to your playstyle. Want someone tankier with good sustain to solo a lane? Morgana. Wants a good poker who deals damage from afar and you don't know if you're going solo or duo? Lux.
As far as difficulties go, I find Morgana a bit harder to play, because her snare projectile is slower, and also the fact that she has to commit to a fight much more than Lux in order to do her job.