I briefly mentioned this, if you're starting new or your code base will remain for years and you don't plan to switch, pick whatever suits you most. If you don't need to port, if you don't need to scale to huge clusters and if you don't need support from the vendor, it doesn't really matter, assuming no platform is discontinued at some point.
You're right, CUDA is a little easier to get into, but that's maybe just for beginners. I see this with my bachelor/master computer science students. If you're a little familiar with game engines, I'd say it's like the difference between getting started with Unity vs Unreal.
As far as performance goes, some things are better in OpenCL, some in CUDA. It all depends on what you want to do. I'd recommend making a list or decision matrix based on your specific requirements and go from there. There are plenty of papers available on the subject and if you're only working on one project it's well worth the time to do the research in advance and then make a decision. Here's one I've looked at a while ago (at least that's what my reference manager tells me):
https://dl.acm.org/citation.cfm?id=3110356.
But again, there's plenty more available. I usually start with a google scholar search for publications and go from there.