I haven't skied st anton specifically, but I have skied many of the resorts around it and driven through it. I've skied Zermatt twice.
The bottom line is, as the above poster said, if you're looking for the best/most unique experience, go to zermatt. Nothing beats it. The slopes are amazing, you can ski over the border between switzerland and italy and back with two totally different cultures on either side of the mountain (the swiss are orderly, the italians are outrageous), the matterhorn is the coolest backdrop to your skiing views you'll ever see, the terrain is insanely fun, the lift system is top notch, the town is gorgeous, the nightlife is awesome (although st anton is maybe a little better, but not by much from what i hear/know) and the conditions are super reliable because it is so high up.
I've heard nothing but good things about st anton as well, but having skied many of the neighbouring resorts i don't imagine their terrain would be any better than zermatt's, the conditions are less reliable as its not as high (shouldn't be an issue if you're going jan/feb), and the town is not as quintessentially "alps" as zermatt.
The one thing you will have to consider though is price. Who is picking up the tab for this one? If its you and you, then consider whether you have the money and are willing to spring for zermatt. The lift tickets will hurt (90chf/day), although with some searching you might be able to find accomodation at a price not too much higher than st anton. If you do go to zermatt, my biggest reccommendation is make sure you stay in the actual village of zermatt, not one of the outlying towns like taesch or st nikalus as you have to take the train in every time (which is expensive, 20chf round trip from taesch i think) and it takes away a lot from the charm.
And whatever you do, book early! You will pay a fraction of the price if you book your accomodation now, as the good ones go fast.