They are different tools. StyleCop is focused on code style. You can check doc. comments, naming convention, spacing, etc. Altough it can do almost the same things as StyleCop, FxCop is focused on the Microsoft Design Guidelines. It will analyze your code looking for possible performance and security issues, among other things.
I never wrote rules for any of them, but I believe that you should go for the one that does exactly what you want (if just coding standards, go with StyleCop, otherwise, go with FxCop). This way, you'll probably feel more confortable with the API.
Check these Wikipedia links: