Say Anything is often seen as a better game and successor to Apples to Apples, but Apples to Apples has some practical merits as well. In this review, I'll list various differences between the two games worth considering when comparing the two games.
Apples to Apples: Each player is dealt a hand of Red Apple cards. At the start of each round, one of the players sets aside his hand and takes the role of the Judge. The Judge draws a Green Apple card and reads it off (eg. "Dramatic"). Each other player then plays a Red Apple card that they think the Judge will select as the closest match (eg. "Fourth of July", "Tornados" and "The JFK Assassination"). The Judge then selects one of these played cards. The player playing the card scores a point. Play passes to the next player, who then becomes the Judge.
Say Anything: At the start of each round, one of the player takes the role of the Selector and reads a subjective "In My Opinion" question, (such as "If I could have a "BIG" anything, what would it be?"). Each other player then writes down his answer they hope the Selector will chose, and shows his answer. The Selector then secretly chooses his answer. The rest of the players then bet their two betting chips on which answer the Selector will choose. The Selector reveals his answer. The Selector gains points depending on the number of players who choose his answer. The players who choose the Selector's answer score points.
Creativity: Say Anything
With its open-ended answers to subjective questions, Say Anything by far ends up being the more creative game. For example, the above question of "If I could have a "BIG" anything, what would it be?" can be answered any number of ways, with the social group often tempering the political incorrectness of the answers.
In Apples to Apples, you can have a "dud" round in which one or more players will not have a Red Apple that well-matches the Green Apple card.
Fairness: Say Anything
Despite the subjectivity of the questions (which all start "In My Opinion..."), the scoring system of Say Anything encourages the Selector to select an answer he thinks others will choose. The Selector scores one point per chip others have placed on the answer he chose, up to three points. In Apples to Apples, the Judge can pick any Red Apple he chooses. Most Judges I've played with play fairly, but some will choose the most opposite answer, an answer based on an inside joke, or other criteria some players will deem unfair.
Maximum Number of Players: Apples to Apples
The Say Anything components are limited to eight players, three or four at a minimum. Apples to Apples can be played with any number of players, four or five at a minimum. (A variant for Apples to Apples with less than six players is to draw two additional cards from the Red Deck. If the Judge chooses a card from the deck, the deck scores a point!) I've played games of Apples to Apples with as many as fifteen people, some new, with no problems.
Portability and Component Loss: Apples to Apples
If you only play party games at your own house, this criteria isn't important. But if you bring along party games to other locations where you might not even be sure of having an indoor playing surface (eg. a picnic), Apples to Apples is the safer choice. Apples to Apples consists of two card decks, of Green Apples and Red Apples, and the game can still be played with some cards from each deck missing. Say Anything has a number of components (eg. the scoreboard) that make the game inconvenient to play if lost. Additionally, Say Anything uses wipe-off markers, which can dry out.
Scoring: Apples to Apples
Not that party games are all that complicated, but the scoring system of many party games can be the most complicated part of the game. Say Anything is no more difficult than most party games, but Apples to Apples is simpler -- whoever's answer the Judge picks scores a point. This is a minor issue, since, like most party games, the scores are usually secondary to the fun of the game.
Component Use in Other Games: Say Anything
More of a footnote, but many party games have short answers written on small pieces of paper. Say Anything's wipe-boards are large enough for short answers smaller than a sentence.
Customization: Say Anything
For birthdays, anniversaries, and special events, you can create your own questions for Say Anything, such as "When did Michael fall in love with Joelene?" and "What is the REAL age of the birthday girl?"
I've found Say Anything to be more creative and fun than Apples to Apples. But, since not all social events I attend have the playing surface needed for Say Anything, Apples to Apples makes a useful backup party game.