My personal preference is to do Havarl first. The biggest reason for this is I make extensive use of the "Fusion Mod of Adrenaline" (Increase cooldowns by 100%. Reset all cooldowns on kill) that I can obtain after completing Havarl's story quest. (After doing the main quest, activating the vault, etc, you can find a console in a small cave that activates the pillars with horizontal gravity wells to take you to the door with the fusion mod)
As for difficulty, Havarl is easier.
There are destroyers on both Havarl and Voeld. Both of them are able to be easily avoided though, especially with cloak.
