I'm in the same indecisive position and have been investigating/interogating people about what to buy at this point.
I concur with Andy that Rosai is more advanced and a must for senior (and probably all) residents to have access to. For new residents however, it is a bit weak in describing some common, but basic lesions such as choleseatoma or cervical dysplasia, for example. Sternberg, OTOH, is excellent for this sort of thing and also discusses a bit of normal anatomy/histo with most systems. There is also a study guide for Sternberg which has been quite well-reviewed and is less than $50. You really can't go wrong with either one, and both are fairly recent new editions. I would consider buying whatever one you feel like you have less access to at work.
Other things to consider...
Weidner (Modern Surgical Path) has developed a strong following. It also reads pretty well and has differnt authors for most chapters. The CD that accompanies it has lots of great pix, but many are referenced in the text . . . this can be annoying if your reading it and not near a computer.
The new Silverberg is coming out in a few months and looks like it will be really good. It will be 2 volumes rather than the cumbersome 3 vol previous edition, also putting it in the same price range as the others. It promises to have better discussions of IHC than most of the above and still includes cytology diagnoses, as well as some normal anatomy at the start of chapters.